+192.6%
DKS vs PFG
+247.4%
-54.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | -4.7% | -3.0% | -1.7% | -3.0% |
| 30D | -35.1% | +2.5% | -37.5% | -36.0% |
| 3M | -37.7% | +6.1% | -43.8% | -40.0% |
| 6M | -30.7% | +31.3% | -62.0% | -41.2% |
| YTD | -31.9% | +33.6% | -65.5% | -43.0% |
| 1Y | -40.0% | +48.5% | -88.5% | -52.8% |
| 3Y | +28.4% | +69.6% | -41.2% | -6.9% |
| 5Y | +12.4% | +111.5% | -99.0% | -29.8% |
| All | +192.6% | +247.4% | -54.8% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling