+161.5%
PFE vs DKS
+6,836.7%
-6,675.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -3.0% | +1.3% | -4.3% | -3.1% |
| 30D | +5.2% | +8.9% | -3.7% | +4.0% |
| 3M | +12.2% | -26.4% | +38.6% | +15.4% |
| 6M | +17.8% | -31.1% | +48.9% | +21.8% |
| YTD | +26.2% | -22.8% | +49.0% | +28.3% |
| 1Y | +23.2% | -29.5% | +52.7% | +26.6% |
| 3Y | +21.3% | +42.8% | -21.5% | +11.0% |
| 5Y | -23.1% | +29.2% | -52.3% | -30.8% |
| 10Y | +50.7% | +235.0% | -184.2% | +8.8% |
| All | +161.5% | +6,836.7% | -6,675.2% | +21.4% |
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