-4.5%
DASH vs PTC
+73.0%
-77.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -4.8% | +0.8% | -5.6% | -5.2% |
| 30D | -7.9% | +0.7% | -8.6% | -8.3% |
| 3M | -16.3% | +32.6% | -48.9% | -33.4% |
| 6M | +10.4% | +33.6% | -23.2% | -13.8% |
| YTD | -20.1% | +12.4% | -32.5% | -29.3% |
| 1Y | -11.4% | +11.2% | -22.6% | -21.1% |
| 3Y | +114.1% | +31.7% | +82.4% | +57.9% |
| 5Y | -5.8% | +60.1% | -65.8% | -41.0% |
| All | -4.5% | +73.0% | -77.5% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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