+14.5%
PG vs DASH
+2.7%
+11.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | -0.5% |
| 7D | -0.4% | -11.2% | +10.7% | -0.2% |
| 30D | -0.1% | -7.3% | +7.2% | 0.0% |
| 3M | +1.1% | +31.4% | -30.4% | +0.5% |
| 6M | -3.8% | +11.9% | -15.7% | -4.1% |
| YTD | +3.8% | -11.5% | +15.3% | +4.0% |
| 1Y | -5.8% | -20.0% | +14.3% | -5.5% |
| 3Y | +3.0% | +143.9% | -140.9% | -0.9% |
| 5Y | +14.5% | -0.2% | +14.7% | +6.6% |
| All | +14.5% | +2.7% | +11.8% | +6.6% |
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