+7.4%
DASH vs PTC
+6.0%
+1.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.0% | +1.4% | 0.0% |
| 7D | -10.6% | -10.3% | -0.3% | -2.9% |
| 30D | +2.2% | +1.1% | +1.0% | +0.4% |
| 3M | +32.3% | +1.6% | +30.7% | +27.3% |
| 6M | +19.1% | -13.5% | +32.6% | +30.7% |
| YTD | -6.5% | -19.1% | +12.5% | +8.0% |
| 1Y | -14.9% | -33.9% | +19.0% | +17.0% |
| 3Y | +151.9% | -3.9% | +155.8% | +129.1% |
| All | +7.4% | +6.0% | +1.4% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling