+38.2%
PEG vs DKS
+13.0%
+25.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.1% | -1.4% |
| 7D | -0.1% | -2.9% | +2.8% | +0.1% |
| 30D | -1.7% | -37.7% | +36.0% | +0.9% |
| 3M | -6.8% | -38.9% | +32.1% | -4.2% |
| 6M | -11.4% | -31.1% | +19.7% | -9.7% |
| YTD | -7.2% | -31.8% | +24.6% | -5.5% |
| 1Y | -6.1% | -38.0% | +31.9% | -3.9% |
| 3Y | +31.8% | +28.6% | +3.1% | +26.7% |
| All | +38.2% | +13.0% | +25.2% | +28.8% |
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 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