-39.5%
DKS vs PENG
+106.3%
-145.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.8% |
| 7D | -0.4% | +7.8% | -8.2% | -0.9% |
| 30D | -36.6% | -12.2% | -24.4% | -36.3% |
| 3M | -37.6% | -20.6% | -17.0% | -37.7% |
| 6M | -32.1% | +180.9% | -213.0% | -47.1% |
| YTD | -32.3% | +162.3% | -194.6% | -46.8% |
| 1Y | -39.5% | +107.3% | -146.8% | -52.4% |
| All | -39.5% | +106.3% | -145.8% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling