-76.7%
PCG vs DKS
+244.9%
-321.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.9% | -3.6% | +0.5% |
| 7D | -1.1% | +3.8% | -4.9% | -1.8% |
| 30D | +0.1% | +8.1% | -8.0% | -1.4% |
| 3M | -24.4% | -28.6% | +4.2% | -21.1% |
| 6M | -17.7% | -33.6% | +15.9% | -13.1% |
| YTD | -17.4% | -23.8% | +6.4% | -15.4% |
| 1Y | -19.4% | -30.7% | +11.4% | -16.1% |
| 3Y | -18.6% | +41.5% | -60.1% | -29.6% |
| 5Y | +10.2% | +23.0% | -12.8% | -6.3% |
| 10Y | -76.7% | +236.0% | -312.7% | -87.9% |
| All | -76.7% | +244.9% | -321.6% | -87.9% |
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