+12.5%
DKS vs PEGA
-48.2%
+60.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.2% |
| 7D | -2.9% | -6.1% | +3.2% | -1.5% |
| 30D | -37.7% | +6.4% | -44.1% | -38.6% |
| 3M | -38.9% | +2.9% | -41.8% | -39.7% |
| 6M | -31.1% | -23.8% | -7.3% | -27.8% |
| YTD | -31.8% | -41.1% | +9.2% | -24.7% |
| 1Y | -38.0% | -38.2% | +0.2% | -32.8% |
| 3Y | +28.6% | +49.8% | -21.2% | +4.7% |
| 5Y | +12.5% | -48.0% | +60.6% | +28.1% |
| All | +12.5% | -48.2% | +60.7% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling