-4.1%
PEP vs DKS
+43.3%
-47.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.3% | +1.1% |
| 7D | +4.6% | +9.4% | -4.8% | +4.1% |
| 30D | +14.0% | +9.8% | +4.2% | +13.5% |
| 3M | +5.4% | -29.3% | +34.7% | +6.2% |
| 6M | -5.1% | -32.6% | +27.4% | -4.4% |
| YTD | +3.1% | -22.6% | +25.7% | +3.7% |
| 1Y | +4.8% | -29.8% | +34.6% | +5.5% |
| 3Y | -4.1% | +43.2% | -47.3% | -3.8% |
| All | -4.1% | +43.3% | -47.5% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling