+663.3%
PPL vs DKS
+6,430.5%
-5,767.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +0.4% | -2.1% | +2.5% | +0.6% |
| 30D | +5.4% | +7.3% | -1.9% | +4.4% |
| 3M | +4.3% | -28.4% | +32.7% | +7.5% |
| 6M | -1.3% | -36.9% | +35.6% | +3.1% |
| YTD | +4.7% | -27.3% | +32.0% | +7.2% |
| 1Y | +1.3% | -33.2% | +34.5% | +4.7% |
| 3Y | +57.2% | +32.2% | +25.1% | +44.2% |
| 5Y | +48.2% | +22.3% | +26.0% | +33.3% |
| 10Y | +62.7% | +230.5% | -167.7% | +16.5% |
| All | +663.3% | +6,430.5% | -5,767.2% | +288.9% |
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