+1,112.1%
PSX vs DAR
+294.9%
+817.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.5% |
| 7D | +4.5% | +1.4% | +3.2% | +4.0% |
| 30D | +26.6% | +12.8% | +13.8% | +20.7% |
| 3M | +39.3% | +7.4% | +31.9% | +35.2% |
| 6M | +56.8% | +22.3% | +34.6% | +44.8% |
| YTD | +101.8% | +81.1% | +20.7% | +60.4% |
| 1Y | +99.6% | +106.5% | -6.9% | +49.7% |
| 3Y | +140.3% | +5.3% | +135.0% | +122.2% |
| 5Y | +339.3% | -11.5% | +350.9% | +317.9% |
| 10Y | +369.9% | +353.3% | +16.5% | +139.7% |
| All | +1,112.1% | +294.9% | +817.2% | +475.8% |
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