-58.5%
PSKY vs DAR
+1,694.2%
-1,752.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.8% | -5.6% | -5.1% |
| 7D | -24.6% | +1.8% | -26.4% | -25.0% |
| 30D | -36.1% | -5.5% | -30.7% | -34.6% |
| 3M | -36.0% | -3.9% | -32.2% | -34.2% |
| 6M | -40.5% | +1.7% | -42.2% | -40.3% |
| YTD | -47.7% | +70.4% | -118.1% | -57.1% |
| 1Y | -58.4% | +93.6% | -152.0% | -67.7% |
| 3Y | -40.7% | +33.1% | -73.8% | -49.9% |
| 5Y | -80.0% | -17.4% | -62.7% | -80.4% |
| 10Y | -84.4% | +360.7% | -445.1% | -92.7% |
| All | -58.5% | +1,694.2% | -1,752.7% | -88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling