+12.5%
DKS vs PTC
-0.9%
+13.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +2.1% |
| 7D | -2.9% | -13.6% | +10.7% | +3.1% |
| 30D | -37.7% | -14.7% | -23.1% | -33.4% |
| 3M | -38.9% | -5.9% | -33.0% | -38.0% |
| 6M | -31.1% | -21.1% | -10.0% | -24.5% |
| YTD | -31.8% | -26.0% | -5.8% | -23.3% |
| 1Y | -38.0% | -36.8% | -1.2% | -24.5% |
| 3Y | +28.6% | -10.3% | +38.9% | +23.9% |
| 5Y | +12.5% | +1.2% | +11.4% | -4.8% |
| All | +12.5% | -0.9% | +13.5% | -4.8% |
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