+7.4%
DASH vs PSA
+13.6%
-6.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.1% |
| 7D | -10.6% | -3.7% | -6.9% | -9.0% |
| 30D | +2.2% | -7.7% | +9.9% | +5.9% |
| 3M | +32.3% | -0.6% | +32.9% | +32.4% |
| 6M | +19.1% | -0.9% | +20.0% | +18.9% |
| YTD | -6.5% | +18.7% | -25.2% | -15.0% |
| 1Y | -14.9% | +7.6% | -22.5% | -18.9% |
| 3Y | +151.9% | +23.7% | +128.3% | +110.9% |
| All | +7.4% | +13.6% | -6.2% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling