-5.1%
DASH vs PPL
+56.0%
-61.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.8% | -10.2% | -9.7% |
| 7D | +0.5% | +1.0% | -0.5% | +0.2% |
| 30D | -7.1% | +6.8% | -13.9% | -9.2% |
| 3M | -13.2% | +3.9% | -17.1% | -14.4% |
| 6M | +8.3% | -2.0% | +10.3% | +8.8% |
| YTD | -20.6% | +5.3% | -25.8% | -22.7% |
| 1Y | -24.4% | +2.2% | -26.6% | -25.7% |
| 3Y | +94.5% | +56.7% | +37.8% | +53.0% |
| 5Y | -9.4% | +49.1% | -58.5% | -26.3% |
| All | -5.1% | +56.0% | -61.1% | -21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling