+123.0%
DASH vs PPL
+55.7%
+67.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | 0.0% | +8.3% | +8.3% |
| 7D | +17.2% | +1.8% | +15.4% | +17.1% |
| 30D | +3.6% | +8.4% | -4.9% | +3.2% |
| 3M | -1.9% | +2.4% | -4.2% | -2.1% |
| 6M | +15.1% | -4.0% | +19.0% | +15.3% |
| YTD | -12.3% | +4.5% | -16.8% | -12.7% |
| 1Y | -17.2% | +1.7% | -19.0% | -17.4% |
| All | +123.0% | +55.7% | +67.3% | +109.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling