+137.1%
PSX vs DAR
+13.3%
+123.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.4% |
| 7D | +4.5% | +1.4% | +3.2% | +4.1% |
| 30D | +26.6% | +12.8% | +13.8% | +21.7% |
| 3M | +39.3% | +7.4% | +31.9% | +35.9% |
| 6M | +56.8% | +22.3% | +34.6% | +47.3% |
| YTD | +101.8% | +81.1% | +20.7% | +69.2% |
| 1Y | +99.6% | +106.5% | -6.9% | +60.2% |
| All | +137.1% | +13.3% | +123.9% | +109.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling