+45.6%
DKS vs PFGC
+82.6%
-37.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.3% |
| 7D | +6.3% | +3.4% | +2.9% | +4.8% |
| 30D | +9.3% | +16.9% | -7.6% | +2.0% |
| 3M | -25.3% | +6.4% | -31.7% | -27.4% |
| 6M | -29.2% | +16.0% | -45.2% | -33.8% |
| YTD | -22.7% | +23.6% | -46.4% | -30.8% |
| 1Y | -30.1% | +16.6% | -46.7% | -35.7% |
| 3Y | +45.6% | +82.3% | -36.6% | +18.8% |
| All | +45.6% | +82.6% | -37.0% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling