-21.5%
PFE vs DKS
+26.9%
-48.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.6% |
| 3M | +10.1% | -29.3% | +39.4% | +12.2% |
| 6M | +18.0% | -32.6% | +50.6% | +20.6% |
| YTD | +25.8% | -22.6% | +48.4% | +27.0% |
| 1Y | +28.4% | -29.8% | +58.3% | +30.5% |
| 3Y | +20.9% | +43.2% | -22.3% | +15.6% |
| 5Y | -21.5% | +29.8% | -51.3% | -25.0% |
| All | -21.5% | +26.9% | -48.4% | -25.0% |
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 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