+192.6%
DKS vs PEGA
+180.6%
+12.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.1% | -0.7% |
| 7D | -4.7% | -5.3% | +0.6% | -3.3% |
| 30D | -35.1% | +8.3% | -43.4% | -36.5% |
| 3M | -37.7% | +8.9% | -46.6% | -39.8% |
| 6M | -30.7% | -19.7% | -11.0% | -27.7% |
| YTD | -31.9% | -39.9% | +8.0% | -23.7% |
| 1Y | -40.0% | -36.4% | -3.6% | -34.4% |
| 3Y | +28.4% | +52.8% | -24.4% | -1.9% |
| 5Y | +12.4% | -45.7% | +58.1% | +20.4% |
| All | +192.6% | +180.6% | +12.1% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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