+763.1%
PM vs DKS
+638.1%
+125.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.9% |
| 7D | -4.9% | +3.0% | -7.9% | -5.2% |
| 30D | -3.4% | -30.5% | +27.1% | 0.0% |
| 3M | +5.2% | -35.7% | +40.9% | +9.8% |
| 6M | +3.7% | -29.7% | +33.4% | +6.8% |
| YTD | +15.8% | -28.9% | +44.6% | +18.9% |
| 1Y | +17.4% | -35.9% | +53.2% | +21.7% |
| 3Y | +116.9% | +28.2% | +88.8% | +97.9% |
| 5Y | +117.3% | +11.8% | +105.5% | +95.8% |
| 10Y | +193.8% | +211.6% | -17.9% | +106.4% |
| All | +763.1% | +638.1% | +125.0% | +353.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling