+72.9%
PBR vs DKS
-29.5%
+102.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +7.7% | -14.7% | -6.6% |
| 7D | -11.0% | +8.4% | -19.4% | -10.6% |
| 30D | -18.8% | +7.7% | -26.4% | -18.4% |
| 3M | +7.8% | -25.8% | +33.6% | +6.5% |
| 6M | -7.6% | -31.0% | +23.4% | -8.9% |
| YTD | +72.7% | -23.8% | +96.5% | +69.9% |
| 1Y | +72.9% | -29.8% | +102.8% | +68.4% |
| All | +72.9% | -29.5% | +102.4% | +68.4% |
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 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