+16.2%
PFE vs DASH
+94.5%
-78.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.4% | +6.4% | -2.6% |
| 7D | -0.2% | +0.5% | -0.7% | -0.2% |
| 30D | +8.7% | -7.1% | +15.7% | +8.9% |
| 3M | +15.8% | -13.2% | +29.0% | +16.2% |
| 6M | +16.8% | +8.3% | +8.5% | +16.8% |
| YTD | +26.2% | -20.6% | +46.8% | +26.8% |
| 1Y | +29.9% | -24.4% | +54.3% | +30.7% |
| All | +16.2% | +94.5% | -78.3% | +13.6% |
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