+15.5%
DKS vs PFG
+111.0%
-95.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +0.8% |
| 7D | -3.0% | -0.4% | -2.5% | -2.7% |
| 30D | -33.4% | +2.9% | -36.3% | -34.5% |
| 3M | -39.4% | +6.7% | -46.1% | -41.9% |
| 6M | -30.1% | +33.8% | -63.9% | -41.8% |
| YTD | -31.0% | +35.0% | -65.9% | -43.1% |
| 1Y | -40.2% | +46.4% | -86.6% | -53.2% |
| 3Y | +30.9% | +71.7% | -40.7% | -7.4% |
| All | +15.5% | +111.0% | -95.4% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling