+5,845.5%
DKS vs PEGA
+2,342.6%
+3,503.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.2% |
| 7D | +3.0% | +3.3% | -0.3% | +2.2% |
| 30D | -30.5% | +17.7% | -48.3% | -33.3% |
| 3M | -35.7% | +5.8% | -41.5% | -37.1% |
| 6M | -29.7% | -20.3% | -9.4% | -27.0% |
| YTD | -28.9% | -37.1% | +8.3% | -22.6% |
| 1Y | -35.9% | -30.2% | -5.7% | -32.5% |
| 3Y | +28.2% | +48.1% | -20.0% | +5.9% |
| 5Y | +11.8% | -46.8% | +58.6% | +14.0% |
| 10Y | +211.6% | +191.3% | +20.3% | +109.3% |
| All | +5,845.5% | +2,342.6% | +3,503.0% | +2,042.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling