+499.4%
PG vs DKS
+6,016.3%
-5,516.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -2.7% | -4.7% | +2.1% | -2.3% |
| 30D | -1.5% | -35.1% | +33.5% | +1.9% |
| 3M | -3.4% | -37.7% | +34.4% | +0.3% |
| 6M | -7.0% | -30.7% | +23.8% | -4.5% |
| YTD | +2.0% | -31.9% | +33.9% | +4.7% |
| 1Y | -6.5% | -40.0% | +33.5% | -3.0% |
| 3Y | +1.2% | +28.4% | -27.2% | -4.5% |
| 5Y | +12.8% | +12.4% | +0.4% | +5.4% |
| 10Y | +117.7% | +197.8% | -80.2% | +73.2% |
| All | +499.4% | +6,016.3% | -5,516.9% | +287.6% |
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