+2,521.0%
PSA vs DKS
+6,654.9%
-4,133.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.1% |
| 7D | -2.1% | +3.3% | -5.4% | -2.9% |
| 30D | +15.6% | +5.9% | +9.7% | +13.8% |
| 3M | +4.1% | -27.4% | +31.5% | +9.9% |
| 6M | +9.2% | -32.6% | +41.8% | +17.0% |
| YTD | +32.3% | -24.8% | +57.1% | +37.8% |
| 1Y | +26.2% | -32.8% | +59.0% | +34.7% |
| 3Y | +53.7% | +39.1% | +14.6% | +30.4% |
| 5Y | +26.6% | +25.0% | +1.6% | +4.0% |
| 10Y | +132.8% | +226.2% | -93.3% | +24.7% |
| All | +2,521.0% | +6,654.9% | -4,133.9% | +572.2% |
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