+32.8%
PM vs DKS
-30.6%
+63.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +1.1% |
| 7D | +0.5% | +6.3% | -5.8% | +0.5% |
| 30D | -3.2% | +9.3% | -12.5% | -3.3% |
| 3M | +6.2% | -25.3% | +31.5% | +6.1% |
| 6M | +7.7% | -29.2% | +36.9% | +7.6% |
| YTD | +27.3% | -22.7% | +50.0% | +27.7% |
| 1Y | +32.8% | -30.1% | +62.9% | +31.8% |
| All | +32.8% | -30.6% | +63.4% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling