+65.0%
PPL vs DKS
+235.2%
-170.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -1.0% | +1.3% | -2.3% | -1.1% |
| 30D | +3.0% | +8.9% | -5.9% | +2.0% |
| 3M | +1.1% | -26.4% | +27.5% | +3.7% |
| 6M | -0.8% | -31.1% | +30.3% | +2.3% |
| YTD | +3.5% | -22.8% | +26.3% | +5.0% |
| 1Y | -0.9% | -29.5% | +28.6% | +1.5% |
| 3Y | +54.2% | +42.8% | +11.4% | +39.5% |
| 5Y | +46.3% | +29.2% | +17.1% | +30.0% |
| 10Y | +65.0% | +235.0% | -169.9% | +3.1% |
| All | +65.0% | +235.2% | -170.1% | +3.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling