+12.5%
DKS vs PFGC
+111.7%
-99.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.3% |
| 7D | -2.9% | -3.7% | +0.8% | -1.0% |
| 30D | -37.7% | -16.0% | -21.8% | -32.1% |
| 3M | -38.9% | -4.1% | -34.8% | -37.8% |
| 6M | -31.1% | +8.7% | -39.8% | -34.3% |
| YTD | -31.8% | +6.4% | -38.2% | -35.2% |
| 1Y | -38.0% | -8.4% | -29.7% | -36.4% |
| 3Y | +28.6% | +61.8% | -33.1% | -5.1% |
| 5Y | +12.5% | +108.7% | -96.2% | -28.6% |
| All | +12.5% | +111.7% | -99.1% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling