+242.7%
PWR vs DKS
+44.7%
+198.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.2% |
| 7D | +11.3% | +6.3% | +5.0% | +9.9% |
| 30D | -8.9% | +9.3% | -18.2% | -10.9% |
| 3M | -10.5% | -25.3% | +14.8% | -5.8% |
| 6M | -22.2% | -29.2% | +7.0% | -17.5% |
| YTD | +42.7% | -22.7% | +65.5% | +46.6% |
| 1Y | +41.1% | -30.1% | +71.2% | +49.0% |
| 3Y | +242.7% | +45.6% | +197.1% | +201.8% |
| All | +242.7% | +44.7% | +198.1% | +201.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling