+56.8%
PBF vs DKS
+27.3%
+29.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +2.3% | -4.7% | +7.1% | +3.1% |
| 30D | +11.6% | -35.1% | +46.6% | +18.6% |
| 3M | +81.7% | -37.7% | +119.5% | +93.6% |
| 6M | +96.4% | -30.7% | +127.2% | +100.8% |
| YTD | +189.5% | -31.9% | +221.4% | +196.7% |
| 1Y | +180.7% | -40.0% | +220.7% | +196.9% |
| All | +56.8% | +27.3% | +29.5% | +32.4% |
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