+1,109.9%
PNC vs DKS
+5,981.0%
-4,871.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | +0.5% |
| 7D | +2.3% | -0.4% | +2.7% | +2.4% |
| 30D | -3.8% | -36.6% | +32.8% | +8.7% |
| 3M | +7.8% | -37.6% | +45.4% | +22.1% |
| 6M | +19.7% | -32.1% | +51.8% | +31.0% |
| YTD | +19.1% | -32.3% | +51.4% | +30.2% |
| 1Y | +23.1% | -39.5% | +62.6% | +38.8% |
| 3Y | +132.1% | +27.7% | +104.5% | +92.9% |
| 5Y | +52.2% | +15.0% | +37.2% | +21.9% |
| 10Y | +271.4% | +192.6% | +78.8% | +80.5% |
| All | +1,109.9% | +5,981.0% | -4,871.0% | +245.5% |
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