-5.2%
DASH vs PSA
+95.8%
-101.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | +0.4% | +3.9% | -3.5% | -1.0% |
| 30D | -6.0% | +19.7% | -25.7% | -12.2% |
| 3M | -15.8% | +4.3% | -20.0% | -17.0% |
| 6M | +7.0% | +11.4% | -4.4% | +2.5% |
| YTD | -20.7% | +33.9% | -54.6% | -29.8% |
| 1Y | -8.5% | +28.3% | -36.8% | -17.7% |
| 3Y | +101.8% | +53.5% | +48.3% | +60.7% |
| 5Y | -9.6% | +30.6% | -40.2% | -18.1% |
| All | -5.2% | +95.8% | -101.0% | +11.2% |
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