-6.8%
PEG vs DKS
-32.3%
+25.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +0.7% | +3.0% | -2.3% | +0.6% |
| 30D | -2.4% | -30.5% | +28.1% | -0.9% |
| 3M | -4.8% | -35.7% | +30.9% | -2.6% |
| 6M | -10.7% | -29.7% | +19.0% | -8.9% |
| YTD | -6.7% | -28.9% | +22.2% | -5.0% |
| 1Y | -6.8% | -35.9% | +29.0% | -4.2% |
| All | -6.8% | -32.3% | +25.5% | -4.2% |
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 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