-5.9%
DASH vs PSLV
+95.3%
-101.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.3% | -0.8% |
| 7D | -2.8% | +3.9% | -6.6% | -3.3% |
| 30D | -9.3% | -16.3% | +7.1% | -6.6% |
| 3M | -15.1% | -23.0% | +7.9% | -11.5% |
| 6M | +8.7% | -36.5% | +45.2% | +16.1% |
| YTD | -21.3% | -29.6% | +8.3% | -20.4% |
| 1Y | -12.7% | -0.5% | -12.1% | -18.8% |
| 3Y | +103.8% | +120.1% | -16.3% | +52.3% |
| 5Y | -16.8% | +93.3% | -110.1% | -38.2% |
| All | -5.9% | +95.3% | -101.2% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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