-70.3%
PSKY vs DAR
-8.5%
-61.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.4% |
| 7D | +2.4% | -0.9% | +3.2% | +2.6% |
| 30D | +17.5% | +13.0% | +4.6% | +12.9% |
| 3M | +4.4% | +15.0% | -10.5% | -0.6% |
| 6M | -9.0% | +26.8% | -35.9% | -16.8% |
| YTD | -18.6% | +86.4% | -105.0% | -34.8% |
| 1Y | -27.7% | +115.1% | -142.8% | -45.5% |
| 3Y | -16.9% | +14.6% | -31.5% | -23.5% |
| 5Y | -70.3% | -8.8% | -61.5% | -71.0% |
| All | -70.3% | -8.5% | -61.8% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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