+7.4%
DASH vs PSLV
+153.8%
-146.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.4% |
| 7D | -10.6% | -0.6% | -9.9% | -10.5% |
| 30D | +2.2% | +7.3% | -5.1% | +0.7% |
| 3M | +32.3% | -7.4% | +39.7% | +33.5% |
| 6M | +19.1% | -20.3% | +39.4% | +22.5% |
| YTD | -6.5% | -8.2% | +1.7% | -10.0% |
| 1Y | -14.9% | +57.9% | -72.8% | -30.0% |
| 3Y | +151.9% | +162.1% | -10.1% | +74.0% |
| All | +7.4% | +153.8% | -146.4% | -28.8% |
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