+2,515.2%
PSA vs DKS
+6,842.3%
-4,327.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.9% |
| 7D | -1.4% | +6.3% | -7.7% | -2.9% |
| 30D | +15.2% | +9.3% | +5.9% | +12.6% |
| 3M | +2.2% | -25.3% | +27.5% | +7.2% |
| 6M | +11.7% | -29.2% | +40.9% | +18.2% |
| YTD | +32.0% | -22.7% | +54.7% | +36.5% |
| 1Y | +26.3% | -30.1% | +56.4% | +33.6% |
| 3Y | +52.4% | +45.6% | +6.7% | +27.9% |
| 5Y | +26.3% | +28.5% | -2.2% | +3.1% |
| 10Y | +132.3% | +235.2% | -102.9% | +23.6% |
| All | +2,515.2% | +6,842.3% | -4,327.1% | +566.3% |
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 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