+29.8%
PG vs DASH
-9.9%
+39.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +2.4% | +0.4% | +2.0% | +2.3% |
| 30D | +12.6% | -6.0% | +18.7% | +12.7% |
| 3M | +13.3% | -15.8% | +29.0% | +13.6% |
| 6M | +13.4% | +7.0% | +6.4% | +13.1% |
| YTD | +18.8% | -20.7% | +39.4% | +19.1% |
| 1Y | +16.5% | -8.5% | +25.0% | +16.4% |
| 3Y | +18.6% | +101.8% | -83.2% | +14.8% |
| All | +29.8% | -9.9% | +39.7% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling