+111.0%
PBF vs DKS
-29.5%
+140.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +7.7% | -14.4% | -6.3% |
| 7D | -0.9% | +8.4% | -9.3% | -0.4% |
| 30D | -13.7% | +7.7% | -21.4% | -13.3% |
| 3M | +10.6% | -25.8% | +36.4% | +7.2% |
| 6M | +61.2% | -31.0% | +92.2% | +54.2% |
| YTD | +172.7% | -23.8% | +196.5% | +155.8% |
| 1Y | +111.0% | -29.8% | +140.8% | +103.0% |
| All | +111.0% | -29.5% | +140.5% | +103.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling