+27.7%
DKS vs PEGA
+48.1%
-20.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.2% | -0.7% | -4.2% |
| 7D | -0.4% | -2.4% | +2.0% | 0.0% |
| 30D | -36.6% | +9.6% | -46.2% | -37.5% |
| 3M | -37.6% | +2.3% | -39.9% | -38.1% |
| 6M | -32.1% | -23.9% | -8.2% | -29.5% |
| YTD | -32.3% | -39.8% | +7.4% | -26.9% |
| 1Y | -39.5% | -37.4% | -2.1% | -35.4% |
| 3Y | +27.7% | +53.1% | -25.5% | +18.4% |
| All | +27.7% | +48.1% | -20.4% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling