+370.1%
PSX vs DAR
+367.0%
+3.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.4% | +0.3% |
| 7D | +2.8% | -0.9% | +3.7% | +3.2% |
| 30D | +27.8% | +13.0% | +14.8% | +21.1% |
| 3M | +42.0% | +15.0% | +27.0% | +33.5% |
| 6M | +58.1% | +26.8% | +31.3% | +42.5% |
| YTD | +105.0% | +86.4% | +18.6% | +57.0% |
| 1Y | +104.9% | +115.1% | -10.2% | +46.4% |
| 3Y | +134.1% | +14.6% | +119.4% | +107.4% |
| 5Y | +363.8% | -8.8% | +372.6% | +332.6% |
| 10Y | +370.1% | +356.5% | +13.6% | +106.3% |
| All | +370.1% | +367.0% | +3.1% | +106.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling