-34.1%
PCOR vs DKS
+90.2%
-124.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.8% | -4.1% |
| 7D | -9.0% | +3.0% | -12.0% | -9.8% |
| 30D | +4.2% | -30.5% | +34.7% | +14.7% |
| 3M | +14.4% | -35.7% | +50.1% | +29.0% |
| 6M | +0.2% | -29.7% | +29.9% | +8.1% |
| YTD | -20.3% | -28.9% | +8.6% | -14.7% |
| 1Y | -16.1% | -35.9% | +19.7% | -7.2% |
| 3Y | -14.7% | +28.2% | -42.9% | -30.1% |
| 5Y | -43.2% | +11.8% | -55.0% | -58.1% |
| All | -34.1% | +90.2% | -124.3% | -51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling