+20.0%
PEP vs DASH
-5.8%
+25.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.9% | +2.2% |
| 7D | +2.9% | -4.5% | +7.4% | +3.0% |
| 30D | +12.5% | -6.8% | +19.3% | +12.7% |
| 3M | +4.5% | -20.7% | +25.2% | +5.0% |
| 6M | -0.5% | +15.1% | -15.5% | -0.8% |
| YTD | +4.4% | -24.3% | +28.7% | +4.8% |
| 1Y | +4.4% | -12.1% | +16.5% | +4.4% |
| 3Y | -3.4% | +91.1% | -94.5% | -6.0% |
| 5Y | +5.2% | -30.3% | +35.4% | +0.4% |
| All | +20.0% | -5.8% | +25.8% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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