-4.3%
DASH vs PPL
+45.9%
-50.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | 0.0% | +8.3% | +8.3% |
| 7D | +17.2% | +1.8% | +15.4% | +16.4% |
| 30D | +3.6% | +8.4% | -4.9% | +0.3% |
| 3M | -1.9% | +2.4% | -4.2% | -2.8% |
| 6M | +15.1% | -4.0% | +19.0% | +16.7% |
| YTD | -12.3% | +4.5% | -16.8% | -14.9% |
| 1Y | -17.2% | +1.7% | -19.0% | -18.8% |
| 3Y | +114.7% | +55.5% | +59.2% | +59.3% |
| 5Y | -4.3% | +47.0% | -51.3% | -25.6% |
| All | -4.3% | +45.9% | -50.1% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling