+367.9%
PCAR vs DKS
+197.0%
+170.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.7% |
| 7D | -0.2% | -2.9% | +2.7% | +0.4% |
| 30D | -6.9% | -37.7% | +30.8% | +1.2% |
| 3M | +2.1% | -38.9% | +41.0% | +11.3% |
| 6M | +1.6% | -31.1% | +32.7% | +7.6% |
| YTD | +12.2% | -31.8% | +44.0% | +19.0% |
| 1Y | +28.0% | -38.0% | +66.1% | +38.2% |
| 3Y | +61.0% | +28.6% | +32.4% | +45.6% |
| 5Y | +163.9% | +12.5% | +151.4% | +134.8% |
| 10Y | +367.9% | +198.3% | +169.6% | +203.3% |
| All | +367.9% | +197.0% | +170.9% | +203.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 10y: compounded portfolio wealth divided by compounded DKS 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…
10y analysis · Full analysis span regression · 6 months rolling