+826.4%
PM vs DKS
+703.2%
+123.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.4% |
| 7D | -6.6% | +9.4% | -16.0% | -7.7% |
| 30D | -3.4% | +9.8% | -13.2% | -4.6% |
| 3M | +5.3% | -29.3% | +34.6% | +8.7% |
| 6M | +15.5% | -32.6% | +48.1% | +19.6% |
| YTD | +24.3% | -22.6% | +46.8% | +26.1% |
| 1Y | +29.7% | -29.8% | +59.5% | +33.1% |
| 3Y | +144.9% | +43.2% | +101.7% | +120.1% |
| 5Y | +159.0% | +29.8% | +129.2% | +128.6% |
| 10Y | +250.9% | +236.7% | +14.2% | +144.2% |
| All | +826.4% | +703.2% | +123.2% | +380.6% |
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