+125.1%
PM vs DKS
+9.4%
+115.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.9% | +6.1% | +1.3% |
| 7D | -1.3% | -0.4% | -0.9% | -1.3% |
| 30D | -2.6% | -36.6% | +34.1% | -1.6% |
| 3M | +5.8% | -37.6% | +43.4% | +6.9% |
| 6M | +10.6% | -32.1% | +42.6% | +11.3% |
| YTD | +17.2% | -32.3% | +49.5% | +17.9% |
| 1Y | +17.6% | -39.5% | +57.1% | +18.7% |
| 3Y | +124.3% | +27.7% | +96.6% | +110.1% |
| 5Y | +125.1% | +15.0% | +110.1% | +111.4% |
| All | +125.1% | +9.4% | +115.6% | +111.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling