+251.1%
PH vs DKS
+15.5%
+235.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | 0.0% | -2.9% | +2.9% | +0.7% |
| 30D | -10.3% | -37.7% | +27.4% | -0.5% |
| 3M | +5.1% | -38.9% | +44.0% | +16.8% |
| 6M | +2.3% | -31.1% | +33.4% | +9.5% |
| YTD | +8.7% | -31.8% | +40.5% | +16.5% |
| 1Y | +26.8% | -38.0% | +64.8% | +38.8% |
| 3Y | +139.2% | +28.6% | +110.6% | +109.5% |
| 5Y | +251.1% | +12.5% | +238.6% | +203.5% |
| All | +251.1% | +15.5% | +235.6% | +203.5% |
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