+28.4%
DKS vs PTC
-7.5%
+35.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.5% | +0.6% | -3.1% |
| 7D | -0.4% | -12.8% | +12.4% | +3.9% |
| 30D | -36.6% | -9.8% | -26.8% | -34.4% |
| 3M | -37.6% | -2.1% | -35.6% | -37.5% |
| 6M | -32.1% | -18.1% | -14.0% | -27.3% |
| YTD | -32.3% | -23.5% | -8.8% | -25.5% |
| 1Y | -39.5% | -37.4% | -2.1% | -26.9% |
| All | +28.4% | -7.5% | +35.9% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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