+77.2%
PBF vs DKS
+44.7%
+32.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | 0.0% |
| 7D | +6.5% | +6.3% | +0.2% | +5.4% |
| 30D | -20.0% | +9.3% | -29.3% | -21.2% |
| 3M | -3.3% | -25.3% | +21.9% | +0.4% |
| 6M | +76.8% | -29.2% | +106.0% | +83.4% |
| YTD | +168.9% | -22.7% | +191.7% | +169.5% |
| 1Y | +96.4% | -30.1% | +126.5% | +102.2% |
| 3Y | +77.2% | +45.6% | +31.6% | +33.9% |
| All | +77.2% | +44.7% | +32.5% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling