+1,136.7%
PAAS vs DKS
+6,292.4%
-5,155.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -2.9% | +3.0% | -5.9% | -3.3% |
| 30D | +6.8% | -30.5% | +37.3% | +11.9% |
| 3M | -2.9% | -35.7% | +32.8% | +3.0% |
| 6M | -16.4% | -29.7% | +13.3% | -12.7% |
| YTD | 0.0% | -28.9% | +28.9% | +4.2% |
| 1Y | +54.3% | -35.9% | +90.2% | +63.1% |
| 3Y | +230.7% | +28.2% | +202.5% | +204.4% |
| 5Y | +111.6% | +11.8% | +99.8% | +92.0% |
| 10Y | +211.7% | +211.6% | +0.1% | +117.8% |
| All | +1,136.7% | +6,292.4% | -5,155.7% | +401.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling