-2.5%
PFE vs DASH
+152.1%
-154.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -1.1% |
| 7D | +1.8% | -10.6% | +12.3% | +2.1% |
| 30D | +10.2% | +2.2% | +8.1% | +10.2% |
| 3M | +12.7% | +32.3% | -19.6% | +11.8% |
| 6M | +10.5% | +19.1% | -8.6% | +9.9% |
| YTD | +20.2% | -6.5% | +26.7% | +20.3% |
| 1Y | +24.1% | -14.9% | +39.0% | +24.5% |
| All | -2.5% | +152.1% | -154.6% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling