+102.1%
DASH vs PTC
+31.8%
+70.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.3% | -9.1% | -9.3% |
| 7D | +0.5% | -0.1% | +0.6% | +0.6% |
| 30D | -7.1% | +0.8% | -7.9% | -7.4% |
| 3M | -13.2% | +39.6% | -52.8% | -26.7% |
| 6M | +8.3% | +41.5% | -33.2% | -10.3% |
| YTD | -20.6% | +11.7% | -32.3% | -24.2% |
| 1Y | -24.4% | +2.4% | -26.8% | -23.6% |
| All | +102.1% | +31.8% | +70.2% | +52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling