+35.2%
PFE vs DKS
+197.0%
-161.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.1% |
| 7D | -4.3% | -2.9% | -1.4% | -4.1% |
| 30D | +2.7% | -37.7% | +40.4% | +5.9% |
| 3M | +10.0% | -38.9% | +48.9% | +13.5% |
| 6M | +7.2% | -31.1% | +38.3% | +9.4% |
| YTD | +17.3% | -31.8% | +49.1% | +19.7% |
| 1Y | +20.3% | -38.0% | +58.4% | +23.6% |
| 3Y | -1.6% | +28.6% | -30.3% | -5.7% |
| 5Y | -21.4% | +12.5% | -33.9% | -25.3% |
| 10Y | +35.2% | +198.3% | -163.1% | +10.7% |
| All | +35.2% | +197.0% | -161.8% | +10.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling