+21.1%
PG vs DASH
+8.4%
+12.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -2.0% |
| 7D | -3.4% | -12.8% | +9.4% | -3.2% |
| 30D | -2.6% | -6.0% | +3.4% | -2.5% |
| 3M | -3.3% | +26.7% | -30.0% | -3.6% |
| 6M | -6.7% | +11.7% | -18.4% | -6.9% |
| YTD | +1.7% | -12.9% | +14.7% | +1.8% |
| 1Y | -7.9% | -23.1% | +15.2% | -7.8% |
| 3Y | +0.9% | +140.0% | -139.1% | -1.0% |
| 5Y | +12.6% | -5.1% | +17.7% | +7.1% |
| All | +21.1% | +8.4% | +12.8% | +16.9% |
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