+140.8%
PH vs DKS
+28.7%
+112.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | +0.5% |
| 7D | +0.4% | -0.4% | +0.8% | +0.5% |
| 30D | -10.8% | -36.6% | +25.8% | -1.6% |
| 3M | +8.5% | -37.6% | +46.1% | +19.9% |
| 6M | +3.9% | -32.1% | +36.0% | +11.5% |
| YTD | +9.4% | -32.3% | +41.7% | +17.2% |
| 1Y | +26.8% | -39.5% | +66.3% | +39.7% |
| 3Y | +140.8% | +27.7% | +113.1% | +106.7% |
| All | +140.8% | +28.7% | +112.1% | +106.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling