-5.1%
DASH vs PTC
+71.8%
-76.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.3% | -9.1% | -9.2% |
| 7D | +0.5% | -0.1% | +0.6% | +0.6% |
| 30D | -7.1% | +0.8% | -7.9% | -7.5% |
| 3M | -13.2% | +39.6% | -52.8% | -33.5% |
| 6M | +8.3% | +41.5% | -33.2% | -19.4% |
| YTD | -20.6% | +11.7% | -32.3% | -29.4% |
| 1Y | -24.4% | +2.4% | -26.8% | -27.7% |
| 3Y | +94.5% | +31.9% | +62.6% | +43.0% |
| 5Y | -9.4% | +54.5% | -64.0% | -42.3% |
| All | -5.1% | +71.8% | -76.9% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling