+6,356.9%
DKS vs PFG
+715.0%
+5,641.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.6% |
| 7D | +6.3% | +2.4% | +3.9% | +5.4% |
| 30D | +9.3% | +5.9% | +3.4% | +7.0% |
| 3M | -25.3% | -0.4% | -24.8% | -25.2% |
| 6M | -29.2% | +14.8% | -44.0% | -33.3% |
| YTD | -22.7% | +31.9% | -54.7% | -31.3% |
| 1Y | -30.1% | +38.8% | -68.9% | -39.1% |
| 3Y | +45.6% | +82.4% | -36.8% | +14.0% |
| 5Y | +28.5% | +94.7% | -66.2% | -2.7% |
| 10Y | +235.2% | +187.0% | +48.2% | +109.9% |
| All | +6,356.9% | +715.0% | +5,641.9% | +1,793.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling