+782.8%
PH vs DKS
+199.2%
+583.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -3.1% | -4.7% | +1.6% | -1.8% |
| 30D | -11.8% | -35.1% | +23.3% | -2.4% |
| 3M | +6.9% | -37.7% | +44.6% | +19.4% |
| 6M | -1.3% | -30.7% | +29.5% | +6.4% |
| YTD | +7.0% | -31.9% | +38.9% | +15.6% |
| 1Y | +23.1% | -40.0% | +63.1% | +37.4% |
| 3Y | +135.4% | +28.4% | +107.0% | +102.5% |
| 5Y | +250.3% | +12.4% | +237.9% | +196.3% |
| All | +782.8% | +199.2% | +583.6% | +341.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling