+15.5%
DKS vs PPG
-24.1%
+39.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | -3.0% | -6.2% | +3.3% | +0.8% |
| 30D | -33.4% | -7.9% | -25.4% | -30.1% |
| 3M | -39.4% | -10.2% | -29.1% | -35.6% |
| 6M | -30.1% | +2.7% | -32.8% | -32.1% |
| YTD | -31.0% | +4.9% | -35.8% | -34.4% |
| 1Y | -40.2% | -3.2% | -37.0% | -40.4% |
| 3Y | +30.9% | -17.0% | +47.9% | +40.1% |
| All | +15.5% | -24.1% | +39.6% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling