+260.9%
PM vs DKS
+235.2%
+25.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | -7.1% | +1.3% | -8.4% | -7.2% |
| 30D | -2.8% | +8.9% | -11.7% | -3.6% |
| 3M | +6.3% | -26.4% | +32.7% | +8.4% |
| 6M | +9.6% | -31.1% | +40.7% | +12.3% |
| YTD | +25.6% | -22.8% | +48.4% | +27.0% |
| 1Y | +29.7% | -29.5% | +59.1% | +32.1% |
| 3Y | +147.6% | +42.8% | +104.8% | +125.7% |
| 5Y | +160.1% | +29.2% | +130.9% | +133.9% |
| 10Y | +260.9% | +235.0% | +26.0% | +140.6% |
| All | +260.9% | +235.2% | +25.7% | +140.6% |
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 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