+4.1%
DASH vs PSLV
+158.9%
-154.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.0% |
| 7D | -12.8% | +3.3% | -16.1% | -13.3% |
| 30D | -6.0% | +2.1% | -8.1% | -6.5% |
| 3M | +26.7% | +7.1% | +19.6% | +24.9% |
| 6M | +11.7% | -21.6% | +33.3% | +15.1% |
| YTD | -12.9% | -6.7% | -6.2% | -15.8% |
| 1Y | -23.1% | +59.3% | -82.4% | -35.0% |
| 3Y | +140.0% | +182.1% | -42.1% | +72.7% |
| 5Y | -5.1% | +162.6% | -167.7% | -32.6% |
| All | +4.1% | +158.9% | -154.8% | -23.4% |
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