-35.1%
PSKY vs DAR
+1,806.1%
-1,841.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.3% |
| 7D | -0.2% | +1.4% | -1.5% | -0.8% |
| 30D | +24.0% | +12.8% | +11.2% | +18.2% |
| 3M | +2.2% | +7.4% | -5.2% | -1.2% |
| 6M | -9.0% | +22.3% | -31.2% | -16.9% |
| YTD | -18.1% | +81.1% | -99.2% | -35.8% |
| 1Y | -25.1% | +106.5% | -131.6% | -44.7% |
| 3Y | -16.3% | +5.3% | -21.6% | -24.3% |
| 5Y | -70.4% | -11.5% | -58.8% | -72.2% |
| 10Y | -74.2% | +353.3% | -427.5% | -88.1% |
| All | -35.1% | +1,806.1% | -1,841.2% | -83.1% |
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