+45.2%
PPL vs DKS
+23.1%
+22.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.4% |
| 7D | -2.2% | +3.3% | -5.4% | -2.4% |
| 30D | +1.7% | +5.9% | -4.2% | +1.4% |
| 3M | +0.1% | -27.4% | +27.6% | +1.3% |
| 6M | -1.5% | -32.6% | +31.1% | 0.0% |
| YTD | +3.0% | -24.8% | +27.8% | +3.9% |
| 1Y | -1.4% | -32.8% | +31.4% | 0.0% |
| 3Y | +53.5% | +39.1% | +14.4% | +44.2% |
| All | +45.2% | +23.1% | +22.1% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling