+28.4%
PFE vs DKS
-30.4%
+58.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | +0.3% |
| 7D | -0.7% | +9.4% | -10.1% | -1.3% |
| 30D | +5.3% | +9.8% | -4.4% | +4.8% |
| 3M | +10.1% | -29.3% | +39.4% | +12.9% |
| 6M | +18.0% | -32.6% | +50.6% | +21.3% |
| YTD | +25.8% | -22.6% | +48.4% | +25.2% |
| 1Y | +28.4% | -29.8% | +58.3% | +31.2% |
| All | +28.4% | -30.4% | +58.8% | +31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling