+22.0%
DKS vs PENG
+65.6%
-43.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.9% |
| 7D | +3.3% | +34.6% | -31.4% | -1.2% |
| 30D | +5.9% | -35.9% | +41.8% | +11.3% |
| 3M | -27.4% | -14.7% | -12.8% | -27.6% |
| 6M | -32.6% | +13.5% | -46.1% | -39.5% |
| YTD | -24.8% | +156.1% | -181.0% | -44.2% |
| 1Y | -32.8% | +141.3% | -174.2% | -49.6% |
| 3Y | +39.1% | +223.4% | -184.4% | -7.7% |
| All | +22.0% | +65.6% | -43.6% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling