+5,845.5%
DKS vs PTC
+3,051.3%
+2,794.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.6% | +1.5% |
| 7D | +3.0% | -10.3% | +13.3% | +6.5% |
| 30D | -30.5% | +1.1% | -31.7% | -30.8% |
| 3M | -35.7% | +1.6% | -37.3% | -36.6% |
| 6M | -29.7% | -13.5% | -16.2% | -27.4% |
| YTD | -28.9% | -19.1% | -9.8% | -25.2% |
| 1Y | -35.9% | -33.9% | -2.0% | -28.1% |
| 3Y | +28.2% | -3.9% | +32.1% | +26.0% |
| 5Y | +11.8% | +6.0% | +5.8% | +5.6% |
| 10Y | +211.6% | +223.7% | -12.1% | +99.5% |
| All | +5,845.5% | +3,051.3% | +2,794.3% | +2,430.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling