+315.0%
PBF vs DKS
+359.1%
-44.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.5% |
| 7D | +6.5% | +6.3% | +0.2% | +4.2% |
| 30D | -20.0% | +9.3% | -29.3% | -22.7% |
| 3M | -3.3% | -25.3% | +21.9% | +3.6% |
| 6M | +76.8% | -29.2% | +106.0% | +89.9% |
| YTD | +168.9% | -22.7% | +191.7% | +175.6% |
| 1Y | +96.4% | -30.1% | +126.5% | +108.3% |
| 3Y | +77.2% | +45.6% | +31.6% | +34.6% |
| 5Y | +417.7% | +28.5% | +389.3% | +275.0% |
| 10Y | +264.7% | +235.2% | +29.5% | +45.8% |
| All | +315.0% | +359.1% | -44.1% | +47.6% |
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