-1.6%
PFE vs DKS
+28.7%
-30.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.6% | -2.0% |
| 7D | -2.7% | -0.4% | -2.2% | -2.6% |
| 30D | +3.8% | -36.6% | +40.5% | +6.7% |
| 3M | +10.4% | -37.6% | +48.0% | +13.5% |
| 6M | +6.3% | -32.1% | +38.3% | +8.3% |
| YTD | +17.4% | -32.3% | +49.7% | +19.6% |
| 1Y | +21.1% | -39.5% | +60.6% | +24.5% |
| 3Y | -1.6% | +27.7% | -29.3% | -9.3% |
| All | -1.6% | +28.7% | -30.3% | -9.3% |
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