+55.1%
PPL vs DKS
+210.1%
-154.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +2.7% | +3.0% | -0.3% | +2.3% |
| 30D | +0.5% | -30.5% | +31.0% | +3.8% |
| 3M | +0.7% | -35.7% | +36.4% | +4.9% |
| 6M | -7.6% | -29.7% | +22.1% | -4.9% |
| YTD | +1.8% | -28.9% | +30.7% | +4.5% |
| 1Y | -0.8% | -35.9% | +35.1% | +2.8% |
| 3Y | +56.9% | +28.2% | +28.7% | +43.9% |
| 5Y | +39.5% | +11.8% | +27.7% | +26.4% |
| All | +55.1% | +210.1% | -154.9% | +0.4% |
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