-5.7%
PFE vs DASH
-1.3%
-4.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -3.7% | +0.4% | -4.1% | -3.7% |
| 30D | +5.0% | -6.0% | +11.0% | +5.1% |
| 3M | +12.2% | -15.8% | +27.9% | +12.7% |
| 6M | +14.6% | +7.0% | +7.6% | +14.2% |
| YTD | +24.1% | -20.7% | +44.8% | +24.7% |
| 1Y | +26.6% | -8.5% | +35.1% | +26.6% |
| 3Y | +14.3% | +101.8% | -87.5% | +11.0% |
| 5Y | -21.9% | -9.6% | -12.3% | -25.4% |
| All | -5.7% | -1.3% | -4.5% | -9.9% |
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