-12.5%
PEP vs DKS
+28.7%
-41.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +0.8% |
| 7D | +0.1% | -0.4% | +0.5% | +0.1% |
| 30D | +0.7% | -36.6% | +37.3% | +2.3% |
| 3M | -0.5% | -37.6% | +37.1% | +1.2% |
| 6M | -11.3% | -32.1% | +20.8% | -10.0% |
| YTD | -0.6% | -32.3% | +31.7% | +0.9% |
| 1Y | +1.7% | -39.5% | +41.1% | +3.4% |
| 3Y | -12.5% | +27.7% | -40.1% | -22.3% |
| All | -12.5% | +28.7% | -41.1% | -22.3% |
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