+272.5%
PM vs DKS
+226.4%
+46.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +0.9% |
| 7D | +0.5% | +6.3% | -5.8% | 0.0% |
| 30D | -3.2% | +9.3% | -12.5% | -4.0% |
| 3M | +6.2% | -25.3% | +31.5% | +8.2% |
| 6M | +7.7% | -29.2% | +36.9% | +10.0% |
| YTD | +27.3% | -22.7% | +50.0% | +28.7% |
| 1Y | +32.8% | -30.1% | +62.9% | +35.4% |
| 3Y | +150.0% | +45.6% | +104.4% | +127.3% |
| 5Y | +164.2% | +28.5% | +135.8% | +137.7% |
| All | +272.5% | +226.4% | +46.1% | +150.3% |
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