+196.8%
DKS vs PFGC
+292.9%
-96.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.9% | +1.6% |
| 7D | -3.0% | -4.8% | +1.8% | -1.1% |
| 30D | -33.4% | -12.5% | -20.8% | -29.7% |
| 3M | -39.4% | -9.7% | -29.6% | -37.0% |
| 6M | -30.1% | +7.0% | -37.1% | -32.2% |
| YTD | -31.0% | +4.5% | -35.4% | -33.0% |
| 1Y | -40.2% | -11.6% | -28.6% | -38.1% |
| 3Y | +30.9% | +58.5% | -27.5% | +6.5% |
| 5Y | +14.0% | +112.6% | -98.6% | -18.2% |
| All | +196.8% | +292.9% | -96.1% | +52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling