+211.8%
PM vs DKS
+197.0%
+14.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | -1.2% | -2.9% | +1.7% | -1.0% |
| 30D | -0.2% | -37.7% | +37.6% | +3.5% |
| 3M | +4.9% | -38.9% | +43.8% | +8.8% |
| 6M | +9.0% | -31.1% | +40.1% | +11.6% |
| YTD | +17.8% | -31.8% | +49.6% | +20.5% |
| 1Y | +16.8% | -38.0% | +54.9% | +20.3% |
| 3Y | +125.4% | +28.6% | +96.8% | +107.3% |
| 5Y | +128.7% | +12.5% | +116.2% | +108.2% |
| 10Y | +211.8% | +198.3% | +13.5% | +113.9% |
| All | +211.8% | +197.0% | +14.8% | +113.9% |
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