+62.8%
PNR vs DKS
+206.3%
-143.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.6% | -0.9% |
| 7D | -6.0% | -2.0% | -4.0% | -5.5% |
| 30D | -14.0% | -32.7% | +18.8% | -5.7% |
| 3M | -21.7% | -38.8% | +17.1% | -11.9% |
| 6M | -37.3% | -29.4% | -7.8% | -32.5% |
| YTD | -45.1% | -30.3% | -14.8% | -40.8% |
| 1Y | -49.1% | -39.6% | -9.5% | -43.1% |
| 3Y | -14.8% | +32.2% | -47.0% | -26.3% |
| 5Y | -21.0% | +15.1% | -36.1% | -32.4% |
| All | +62.8% | +206.3% | -143.5% | -7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling