+116.1%
PAAS vs DKS
+9.4%
+106.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | 0.0% |
| 7D | +2.0% | -0.4% | +2.4% | +2.1% |
| 30D | -0.1% | -36.6% | +36.5% | +5.6% |
| 3M | +8.2% | -37.6% | +45.9% | +14.7% |
| 6M | -13.8% | -32.1% | +18.3% | -9.8% |
| YTD | -0.6% | -32.3% | +31.7% | +3.9% |
| 1Y | +44.0% | -39.5% | +83.5% | +52.6% |
| 3Y | +246.6% | +27.7% | +218.9% | +222.5% |
| 5Y | +116.1% | +15.0% | +101.1% | +88.9% |
| All | +116.1% | +9.4% | +106.7% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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