+17.8%
PEP vs DASH
-1.1%
+18.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.4% | +9.6% | +0.4% |
| 7D | +6.7% | +0.5% | +6.2% | +6.6% |
| 30D | +13.5% | -7.1% | +20.6% | +13.7% |
| 3M | +3.9% | -13.2% | +17.1% | +4.2% |
| 6M | -6.0% | +8.3% | -14.3% | -6.2% |
| YTD | +2.5% | -20.6% | +23.0% | +2.7% |
| 1Y | +3.9% | -24.4% | +28.3% | +4.2% |
| 3Y | -4.7% | +94.5% | -99.2% | -7.2% |
| 5Y | +1.1% | -9.4% | +10.5% | -3.5% |
| All | +17.8% | -1.1% | +18.9% | +13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling