+158.8%
PGR vs DKS
+14.7%
+144.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.5% |
| 7D | -0.6% | -2.0% | +1.4% | -0.5% |
| 30D | +4.9% | -32.7% | +37.7% | +6.9% |
| 3M | +7.6% | -38.8% | +46.4% | +10.2% |
| 6M | +8.3% | -29.4% | +37.7% | +9.8% |
| YTD | +1.7% | -30.3% | +32.0% | +3.1% |
| 1Y | -6.8% | -39.6% | +32.8% | -4.9% |
| 3Y | +73.4% | +32.2% | +41.3% | +61.6% |
| All | +158.8% | +14.7% | +144.1% | +132.3% |
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