-29.8%
DASH vs PSLV
+84.6%
-114.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.3% | -2.5% |
| 7D | -4.1% | -4.3% | +0.2% | -3.3% |
| 30D | -10.6% | -16.6% | +6.0% | -7.7% |
| 3M | -18.8% | -24.6% | +5.8% | -14.8% |
| 6M | +11.2% | -42.5% | +53.8% | +21.6% |
| YTD | -23.8% | -31.7% | +7.9% | -22.9% |
| 1Y | -12.2% | -8.7% | -3.5% | -18.2% |
| 3Y | +97.3% | +113.6% | -16.3% | +37.4% |
| 5Y | -29.8% | +83.3% | -113.2% | -44.8% |
| All | -29.8% | +84.6% | -114.4% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling