-35.9%
DKS vs PFGC
-5.1%
-30.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +3.0% | -2.2% | +5.2% | +3.5% |
| 30D | -30.5% | -11.9% | -18.6% | -28.5% |
| 3M | -35.7% | +5.0% | -40.7% | -36.1% |
| 6M | -29.7% | +8.6% | -38.3% | -31.3% |
| YTD | -28.9% | +9.7% | -38.5% | -31.3% |
| 1Y | -35.9% | -6.3% | -29.6% | -35.0% |
| All | -35.9% | -5.1% | -30.8% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling