+104.3%
PBR vs DKS
+27.3%
+77.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.3% | +2.2% |
| 7D | +4.2% | -4.7% | +9.0% | +4.6% |
| 30D | +22.7% | -35.1% | +57.8% | +26.8% |
| 3M | +21.5% | -37.7% | +59.2% | +25.8% |
| 6M | +24.0% | -30.7% | +54.7% | +26.1% |
| YTD | +88.2% | -31.9% | +120.2% | +91.5% |
| 1Y | +74.8% | -40.0% | +114.8% | +80.6% |
| All | +104.3% | +27.3% | +77.0% | +70.8% |
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