+75.3%
PEP vs DKS
+206.3%
-131.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.4% |
| 7D | -1.0% | -2.0% | +1.1% | -0.8% |
| 30D | -0.7% | -32.7% | +32.1% | +2.2% |
| 3M | -4.1% | -38.8% | +34.6% | -0.7% |
| 6M | -13.1% | -29.4% | +16.4% | -11.1% |
| YTD | -2.1% | -30.3% | +28.2% | +0.1% |
| 1Y | -1.7% | -39.6% | +37.9% | +1.6% |
| 3Y | -15.1% | +32.2% | -47.3% | -20.1% |
| 5Y | +3.1% | +15.1% | -12.0% | -3.9% |
| All | +75.3% | +206.3% | -131.1% | +32.2% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling