+67.1%
PWR vs DKS
-39.2%
+106.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.7% | +5.0% |
| 7D | +4.2% | -3.0% | +7.2% | +4.5% |
| 30D | -4.0% | -33.4% | +29.3% | -0.3% |
| 3M | -4.8% | -39.4% | +34.6% | +0.3% |
| 6M | +14.6% | -30.1% | +44.7% | +17.3% |
| YTD | +54.2% | -31.0% | +85.2% | +57.5% |
| 1Y | +67.1% | -40.2% | +107.3% | +76.5% |
| All | +67.1% | -39.2% | +106.3% | +76.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling