+5,284.7%
PH vs DKS
+6,292.4%
-1,007.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -3.1% | +3.0% | -6.1% | -3.9% |
| 30D | -3.2% | -30.5% | +27.3% | +5.5% |
| 3M | +10.6% | -35.7% | +46.3% | +23.2% |
| 6M | -2.1% | -29.7% | +27.6% | +5.6% |
| YTD | +10.2% | -28.9% | +39.0% | +18.2% |
| 1Y | +28.2% | -35.9% | +64.1% | +41.2% |
| 3Y | +134.9% | +28.2% | +106.7% | +100.8% |
| 5Y | +253.6% | +11.8% | +241.8% | +197.3% |
| 10Y | +804.7% | +211.6% | +593.1% | +375.9% |
| All | +5,284.7% | +6,292.4% | -1,007.8% | +1,492.0% |
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