+23.0%
DKS vs PTC
+55.4%
-32.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.5% | +4.7% |
| 7D | +3.8% | +0.8% | +3.0% | +3.6% |
| 30D | +8.1% | +0.7% | +7.3% | +7.8% |
| 3M | -28.6% | +32.6% | -61.2% | -36.6% |
| 6M | -33.6% | +33.6% | -67.2% | -41.9% |
| YTD | -23.8% | +12.4% | -36.2% | -28.1% |
| 1Y | -30.7% | +11.2% | -42.0% | -34.4% |
| 3Y | +41.5% | +31.7% | +9.8% | +16.0% |
| 5Y | +23.0% | +60.1% | -37.0% | -15.8% |
| All | +23.0% | +55.4% | -32.4% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling