+415.4%
PBF vs DKS
+25.2%
+390.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.9% | +2.6% |
| 7D | +4.3% | +3.3% | +1.0% | +3.7% |
| 30D | -21.8% | +5.9% | -27.7% | -22.6% |
| 3M | +1.7% | -27.4% | +29.2% | +5.8% |
| 6M | +69.8% | -32.6% | +102.4% | +77.4% |
| YTD | +167.7% | -24.8% | +192.6% | +171.5% |
| 1Y | +89.0% | -32.8% | +121.8% | +96.0% |
| 3Y | +78.8% | +39.1% | +39.7% | +61.8% |
| 5Y | +415.4% | +25.0% | +390.4% | +335.1% |
| All | +415.4% | +25.2% | +390.2% | +335.1% |
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