+11.7%
DASH vs PPL
+50.9%
-39.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -10.6% | +2.7% | -13.2% | -11.4% |
| 30D | +2.2% | +0.5% | +1.7% | +1.9% |
| 3M | +32.3% | +0.7% | +31.6% | +31.8% |
| 6M | +19.1% | -7.6% | +26.7% | +22.0% |
| YTD | -6.5% | +1.8% | -8.3% | -8.0% |
| 1Y | -14.9% | -0.8% | -14.1% | -15.6% |
| 3Y | +151.9% | +56.9% | +95.1% | +96.6% |
| 5Y | +9.4% | +39.5% | -30.1% | -10.0% |
| All | +11.7% | +50.9% | -39.2% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling