-20.3%
PNR vs DKS
+13.6%
-34.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.7% |
| 7D | -6.0% | -3.0% | -3.1% | -5.2% |
| 30D | -14.0% | -33.4% | +19.4% | -5.1% |
| 3M | -21.7% | -39.4% | +17.7% | -11.2% |
| 6M | -37.3% | -30.1% | -7.2% | -32.2% |
| YTD | -45.1% | -31.0% | -14.2% | -40.5% |
| 1Y | -49.1% | -40.2% | -9.0% | -42.7% |
| 3Y | -14.8% | +30.9% | -45.8% | -27.2% |
| All | -20.3% | +13.6% | -34.0% | -34.3% |
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