-13.1%
PCOR vs DKS
+25.2%
-38.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.5% |
| 7D | +2.2% | +3.3% | -1.1% | +1.0% |
| 30D | +37.4% | +5.9% | +31.5% | +34.7% |
| 3M | +33.2% | -27.4% | +60.6% | +44.9% |
| 6M | +60.6% | -32.6% | +93.2% | +77.8% |
| YTD | +6.2% | -24.8% | +31.0% | +11.3% |
| 1Y | -1.1% | -32.8% | +31.8% | +8.3% |
| 3Y | +48.4% | +39.1% | +9.3% | +14.3% |
| 5Y | -13.1% | +25.0% | -38.1% | -44.7% |
| All | -13.1% | +25.2% | -38.3% | -44.7% |
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