-6.8%
PGR vs DKS
-38.6%
+31.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.6% |
| 7D | -0.6% | -2.0% | +1.4% | -0.6% |
| 30D | +4.9% | -32.7% | +37.7% | +5.1% |
| 3M | +7.6% | -38.8% | +46.4% | +7.6% |
| 6M | +8.3% | -29.4% | +37.7% | +8.9% |
| YTD | +1.7% | -30.3% | +32.0% | +2.4% |
| 1Y | -6.8% | -39.6% | +32.8% | -7.1% |
| All | -6.8% | -38.6% | +31.8% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling