+119.7%
PSLV vs DAR
+579.2%
-459.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.3% |
| 7D | +3.3% | -0.2% | +3.5% | +3.3% |
| 30D | +2.1% | +7.4% | -5.3% | +0.9% |
| 3M | +7.1% | +15.7% | -8.5% | +4.5% |
| 6M | -21.6% | +30.0% | -51.6% | -25.0% |
| YTD | -6.7% | +87.5% | -94.3% | -15.5% |
| 1Y | +59.3% | +113.4% | -54.1% | +41.2% |
| 3Y | +182.1% | +15.3% | +166.8% | +168.0% |
| 5Y | +162.6% | -4.3% | +166.9% | +151.3% |
| 10Y | +203.0% | +380.2% | -177.1% | +112.3% |
| All | +119.7% | +579.2% | -459.5% | +44.2% |
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