+106.6%
PCAR vs DKS
+21.0%
+85.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | +0.1% | -2.1% | +2.2% | +0.4% |
| 30D | -4.6% | +7.3% | -11.9% | -5.9% |
| 3M | -22.6% | -28.4% | +5.9% | -18.6% |
| 6M | -12.0% | -36.9% | +24.9% | -5.3% |
| YTD | -6.1% | -27.3% | +21.2% | -2.1% |
| 1Y | +6.3% | -33.2% | +39.6% | +12.7% |
| 3Y | +31.8% | +32.2% | -0.4% | +20.4% |
| All | +106.6% | +21.0% | +85.6% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling