-39.6%
DKS vs PPG
-0.8%
-38.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.2% |
| 7D | -2.0% | -6.2% | +4.2% | +0.6% |
| 30D | -32.7% | -7.9% | -24.8% | -30.4% |
| 3M | -38.8% | -10.2% | -28.6% | -36.1% |
| 6M | -29.4% | +2.7% | -32.1% | -29.9% |
| YTD | -30.3% | +4.9% | -35.2% | -33.2% |
| 1Y | -39.6% | -3.2% | -36.4% | -45.1% |
| All | -39.6% | -0.8% | -38.8% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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