+5,342.4%
PH vs DKS
+6,836.7%
-1,494.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +6.9% | +1.3% | +5.6% | +6.5% |
| 30D | +1.7% | +8.9% | -7.2% | -1.4% |
| 3M | -8.1% | -26.4% | +18.2% | -2.2% |
| 6M | +11.5% | -31.1% | +42.6% | +20.4% |
| YTD | +11.4% | -22.8% | +34.2% | +15.6% |
| 1Y | +14.1% | -29.5% | +43.6% | +21.5% |
| 3Y | +138.2% | +42.8% | +95.4% | +95.9% |
| 5Y | +216.0% | +29.2% | +186.8% | +153.3% |
| 10Y | +710.0% | +235.0% | +475.0% | +314.3% |
| All | +5,342.4% | +6,836.7% | -1,494.4% | +1,457.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling