+227.2%
DKS vs PEGA
+97.3%
+129.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.6% | +2.4% |
| 7D | +6.3% | +0.1% | +6.2% | +6.2% |
| 30D | +9.3% | -4.1% | +13.4% | +10.3% |
| 3M | -25.3% | -2.8% | -22.5% | -25.0% |
| 6M | -29.2% | -0.4% | -28.8% | -30.4% |
| YTD | -22.7% | -45.4% | +22.7% | -11.4% |
| 1Y | -30.1% | -42.6% | +12.5% | -21.2% |
| 3Y | +45.6% | +45.4% | +0.2% | +11.6% |
| 5Y | +28.5% | -44.6% | +73.1% | +34.9% |
| All | +227.2% | +97.3% | +129.9% | +142.8% |
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