+5,845.5%
DKS vs PFG
+737.5%
+5,108.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.2% |
| 7D | +3.0% | +5.5% | -2.5% | +0.7% |
| 30D | -30.5% | +2.4% | -32.9% | -31.2% |
| 3M | -35.7% | +13.6% | -49.3% | -39.0% |
| 6M | -29.7% | +27.9% | -57.6% | -36.5% |
| YTD | -28.9% | +35.6% | -64.4% | -37.4% |
| 1Y | -35.9% | +48.5% | -84.3% | -45.6% |
| 3Y | +28.2% | +66.9% | -38.7% | +3.9% |
| 5Y | +11.8% | +111.0% | -99.1% | -18.1% |
| 10Y | +211.6% | +244.5% | -32.9% | +82.8% |
| All | +5,845.5% | +737.5% | +5,108.1% | +1,625.3% |
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