+510.0%
PEP vs DKS
+6,292.4%
-5,782.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -1.4% | +3.0% | -4.4% | -1.7% |
| 30D | +0.2% | -30.5% | +30.8% | +3.3% |
| 3M | -1.1% | -35.7% | +34.6% | +2.7% |
| 6M | -13.5% | -29.7% | +16.2% | -11.1% |
| YTD | -1.2% | -28.9% | +27.7% | +1.3% |
| 1Y | -1.6% | -35.9% | +34.3% | +1.7% |
| 3Y | -12.5% | +28.2% | -40.7% | -17.8% |
| 5Y | +3.0% | +11.8% | -8.8% | -4.1% |
| 10Y | +73.9% | +211.6% | -137.7% | +35.0% |
| All | +510.0% | +6,292.4% | -5,782.4% | +283.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling