-8.9%
DASH vs PSA
+93.4%
-102.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.9% |
| 7D | -4.1% | -2.1% | -2.0% | -3.3% |
| 30D | -10.6% | +15.6% | -26.2% | -15.3% |
| 3M | -18.8% | +4.1% | -22.9% | -20.0% |
| 6M | +11.2% | +9.2% | +2.0% | +7.4% |
| YTD | -23.8% | +32.3% | -56.1% | -32.2% |
| 1Y | -12.2% | +26.2% | -38.3% | -20.4% |
| 3Y | +97.3% | +53.7% | +43.6% | +56.9% |
| 5Y | -29.8% | +26.6% | -56.4% | -36.5% |
| All | -8.9% | +93.4% | -102.3% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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