-44.6%
PNR vs DKS
-32.3%
-12.3%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | -2.4% | +3.0% | -5.4% | -3.0% |
| 30D | -12.8% | -30.5% | +17.8% | -6.4% |
| 3M | -17.0% | -35.7% | +18.7% | -8.7% |
| 6M | -37.4% | -29.7% | -7.7% | -33.3% |
| YTD | -41.6% | -28.9% | -12.8% | -37.8% |
| 1Y | -44.6% | -35.9% | -8.8% | -39.7% |
| All | -44.6% | -32.3% | -12.3% | -39.7% |
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