+1.7%
PPL vs DKS
-29.5%
+31.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | -0.2% |
| 7D | +1.8% | +8.4% | -6.6% | +1.5% |
| 30D | +8.4% | +7.7% | +0.7% | +8.2% |
| 3M | +2.4% | -25.8% | +28.1% | +3.0% |
| 6M | -4.0% | -31.0% | +27.1% | -2.8% |
| YTD | +4.5% | -23.8% | +28.2% | +6.2% |
| 1Y | +1.7% | -29.8% | +31.5% | +2.8% |
| All | +1.7% | -29.5% | +31.2% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling