+27.1%
PSA vs DKS
-32.9%
+60.1%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | 0.0% |
| 7D | +7.4% | -0.7% | +8.0% | +7.4% |
| 30D | +19.1% | +4.6% | +14.5% | +18.3% |
| 3M | +5.1% | -28.9% | +34.0% | +11.0% |
| 6M | +16.2% | -33.5% | +49.7% | +24.5% |
| YTD | +35.2% | -27.2% | +62.3% | +41.6% |
| 1Y | +27.1% | -33.8% | +60.9% | +34.9% |
| All | +27.1% | -32.9% | +60.1% | +34.9% |
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 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