+3.9%
PEP vs DKS
+9.4%
-5.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +0.9% |
| 7D | +0.1% | -0.4% | +0.5% | +0.1% |
| 30D | +0.7% | -36.6% | +37.3% | +3.0% |
| 3M | -0.5% | -37.6% | +37.1% | +1.9% |
| 6M | -11.3% | -32.1% | +20.8% | -9.7% |
| YTD | -0.6% | -32.3% | +31.7% | +1.2% |
| 1Y | +1.7% | -39.5% | +41.1% | +4.0% |
| 3Y | -12.5% | +27.7% | -40.1% | -16.8% |
| 5Y | +3.9% | +15.0% | -11.1% | -3.7% |
| All | +3.9% | +9.4% | -5.5% | -3.7% |
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