+714.9%
PNR vs DKS
+6,026.4%
-5,311.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.1% |
| 7D | -3.9% | -2.9% | -1.0% | -3.0% |
| 30D | -13.8% | -37.7% | +23.9% | -2.7% |
| 3M | -22.5% | -38.9% | +16.4% | -12.2% |
| 6M | -37.2% | -31.1% | -6.1% | -31.6% |
| YTD | -44.2% | -31.8% | -12.4% | -39.2% |
| 1Y | -46.6% | -38.0% | -8.6% | -40.4% |
| 3Y | -12.5% | +28.6% | -41.1% | -24.5% |
| 5Y | -19.3% | +12.5% | -31.9% | -31.2% |
| 10Y | +67.5% | +198.3% | -130.9% | -7.4% |
| All | +714.9% | +6,026.4% | -5,311.5% | +120.4% |
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