-11.1%
PCG vs DKS
+28.7%
-39.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.9% | +8.5% | +4.0% |
| 7D | +5.4% | -0.4% | +5.8% | +5.4% |
| 30D | -15.1% | -36.6% | +21.5% | -12.3% |
| 3M | -9.8% | -37.6% | +27.8% | -6.7% |
| 6M | -18.0% | -32.1% | +14.1% | -16.1% |
| YTD | -7.2% | -32.3% | +25.1% | -5.0% |
| 1Y | +2.9% | -39.5% | +42.4% | +6.4% |
| 3Y | -11.1% | +27.7% | -38.8% | -26.3% |
| All | -11.1% | +28.7% | -39.8% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling