+45.6%
DKS vs PENG
+209.7%
-164.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.5% | +8.2% | +3.4% |
| 7D | +6.3% | +13.2% | -6.9% | +4.8% |
| 30D | +9.3% | -29.9% | +39.2% | +12.6% |
| 3M | -25.3% | -22.2% | -3.1% | -24.7% |
| 6M | -29.2% | -1.9% | -27.3% | -34.6% |
| YTD | -22.7% | +142.1% | -164.9% | -42.4% |
| 1Y | -30.1% | +151.5% | -181.6% | -48.4% |
| 3Y | +45.6% | +206.9% | -161.3% | -2.1% |
| All | +45.6% | +209.7% | -164.1% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling