-0.3%
PEP vs DKS
-38.2%
+37.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -1.4% | -4.7% | +3.4% | -1.1% |
| 30D | -0.2% | -35.1% | +34.8% | +1.8% |
| 3M | -4.3% | -37.7% | +33.4% | -2.1% |
| 6M | -13.2% | -30.7% | +17.5% | -11.0% |
| YTD | -1.9% | -31.9% | +30.0% | +0.8% |
| 1Y | -0.3% | -40.0% | +39.7% | +1.9% |
| All | -0.3% | -38.2% | +37.9% | +1.9% |
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