+92.2%
DASH vs PSLV
+115.3%
-23.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.3% | -2.7% |
| 7D | -4.1% | -4.3% | +0.2% | -3.5% |
| 30D | -10.6% | -16.6% | +6.0% | -8.4% |
| 3M | -18.8% | -24.6% | +5.8% | -15.9% |
| 6M | +11.2% | -42.5% | +53.8% | +18.6% |
| YTD | -23.8% | -31.7% | +7.9% | -22.9% |
| 1Y | -12.2% | -8.7% | -3.5% | -16.4% |
| All | +92.2% | +115.3% | -23.1% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling