+19.3%
PH vs DKS
-29.5%
+48.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +7.7% | -11.4% | -4.3% |
| 7D | -0.2% | +8.4% | -8.6% | -1.0% |
| 30D | -6.7% | +7.7% | -14.4% | -7.5% |
| 3M | -8.1% | -25.8% | +17.6% | -4.8% |
| 6M | +5.3% | -31.0% | +36.4% | +10.6% |
| YTD | +4.2% | -23.8% | +28.0% | +7.1% |
| 1Y | +19.3% | -29.8% | +49.2% | +24.1% |
| All | +19.3% | -29.5% | +48.8% | +24.1% |
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