-14.4%
PCOR vs DKS
+94.3%
-108.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +22.7% | -2.1% | +24.8% | +23.8% |
| 30D | +37.5% | +7.3% | +30.1% | +34.4% |
| 3M | +35.2% | -28.4% | +63.6% | +47.0% |
| 6M | +42.2% | -36.9% | +79.1% | +60.4% |
| YTD | +3.6% | -27.3% | +30.9% | +9.7% |
| 1Y | -4.8% | -33.2% | +28.5% | +3.9% |
| 3Y | +48.3% | +32.2% | +16.2% | +20.5% |
| 5Y | -20.1% | +22.3% | -42.3% | -41.9% |
| All | -14.4% | +94.3% | -108.7% | -38.1% |
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