+542.7%
PBR vs DKS
+13.6%
+529.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | -0.9% |
| 7D | +5.4% | -3.0% | +8.3% | +5.6% |
| 30D | +22.9% | -33.4% | +56.2% | +26.2% |
| 3M | +19.6% | -39.4% | +59.0% | +23.7% |
| 6M | +16.5% | -30.1% | +46.6% | +18.5% |
| YTD | +86.7% | -31.0% | +117.6% | +89.9% |
| 1Y | +74.7% | -40.2% | +114.9% | +80.0% |
| 3Y | +102.6% | +30.9% | +71.6% | +93.2% |
| All | +542.7% | +13.6% | +529.0% | +503.2% |
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