+5,588.8%
DKS vs PPG
+630.1%
+4,958.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +1.1% |
| 7D | -4.7% | -5.1% | +0.4% | -1.4% |
| 30D | -35.1% | -9.6% | -25.5% | -30.7% |
| 3M | -37.7% | -6.4% | -31.3% | -35.2% |
| 6M | -30.7% | +0.5% | -31.3% | -32.0% |
| YTD | -31.9% | +4.4% | -36.4% | -35.4% |
| 1Y | -40.0% | -0.9% | -39.1% | -41.2% |
| 3Y | +28.4% | -17.0% | +45.4% | +39.6% |
| 5Y | +12.4% | -23.7% | +36.1% | +25.8% |
| 10Y | +197.8% | +25.9% | +172.0% | +129.2% |
| All | +5,588.8% | +630.1% | +4,958.7% | +1,171.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling