+69.6%
PBR vs DKS
-32.3%
+101.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | +8.6% | +3.0% | +5.6% | +8.6% |
| 30D | +12.8% | -30.5% | +43.3% | +12.6% |
| 3M | +14.7% | -35.7% | +50.4% | +14.4% |
| 6M | +25.2% | -29.7% | +54.9% | +23.4% |
| YTD | +77.1% | -28.9% | +106.0% | +73.7% |
| 1Y | +69.6% | -35.9% | +105.4% | +68.3% |
| All | +69.6% | -32.3% | +101.9% | +68.3% |
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