+17.1%
PEP vs DASH
-0.6%
+17.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | +1.0% | -4.8% | +5.8% | +1.1% |
| 30D | +12.6% | -7.9% | +20.5% | +12.8% |
| 3M | +3.1% | -16.3% | +19.5% | +3.5% |
| 6M | -6.3% | +10.4% | -16.7% | -6.5% |
| YTD | +1.9% | -20.1% | +22.0% | +2.1% |
| 1Y | +3.3% | -11.4% | +14.7% | +3.3% |
| 3Y | -4.8% | +114.1% | -118.9% | -7.7% |
| 5Y | +2.0% | -5.8% | +7.8% | -2.6% |
| All | +17.1% | -0.6% | +17.7% | +12.4% |
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