+149.0%
PFE vs DKS
+6,292.4%
-6,143.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +1.8% | +3.0% | -1.3% | +1.4% |
| 30D | +10.2% | -30.5% | +40.8% | +14.3% |
| 3M | +12.7% | -35.7% | +48.4% | +17.9% |
| 6M | +10.5% | -29.7% | +40.2% | +14.0% |
| YTD | +20.2% | -28.9% | +49.0% | +23.6% |
| 1Y | +24.1% | -35.9% | +59.9% | +29.2% |
| 3Y | -3.6% | +28.2% | -31.7% | -10.4% |
| 5Y | -20.9% | +11.8% | -32.7% | -27.5% |
| 10Y | +35.8% | +211.6% | -175.8% | -1.0% |
| All | +149.0% | +6,292.4% | -6,143.4% | +17.0% |
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 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