+4,693.4%
PBR vs DKS
+6,026.4%
-1,333.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.3% |
| 7D | +0.3% | -2.9% | +3.2% | +1.1% |
| 30D | +17.5% | -37.7% | +55.2% | +32.6% |
| 3M | +20.9% | -38.9% | +59.8% | +36.4% |
| 6M | +20.2% | -31.1% | +51.3% | +29.4% |
| YTD | +84.3% | -31.8% | +116.1% | +98.2% |
| 1Y | +77.1% | -38.0% | +115.2% | +95.0% |
| 3Y | +100.8% | +28.6% | +72.2% | +63.5% |
| 5Y | +556.1% | +12.5% | +543.6% | +407.6% |
| 10Y | +676.1% | +198.3% | +477.7% | +251.5% |
| All | +4,693.4% | +6,026.4% | -1,333.0% | +499.8% |
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 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