-14.6%
PCOR vs DKS
+29.1%
-43.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.8% | -4.1% |
| 7D | -9.0% | +3.0% | -12.0% | -9.7% |
| 30D | +4.2% | -30.5% | +34.7% | +13.3% |
| 3M | +14.4% | -35.7% | +50.1% | +27.1% |
| 6M | +0.2% | -29.7% | +29.9% | +6.7% |
| YTD | -20.3% | -28.9% | +8.6% | -15.8% |
| 1Y | -16.1% | -35.9% | +19.7% | -8.5% |
| All | -14.6% | +29.1% | -43.8% | -27.4% |
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