+4.7%
PSA vs DKS
-39.2%
+43.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.4% |
| 7D | -1.8% | -3.0% | +1.1% | -1.4% |
| 30D | -8.4% | -33.4% | +25.0% | -2.3% |
| 3M | -7.8% | -39.4% | +31.5% | +0.5% |
| 6M | +0.8% | -30.1% | +30.9% | +6.0% |
| YTD | +16.5% | -31.0% | +47.5% | +23.0% |
| 1Y | +4.7% | -40.2% | +44.9% | +12.0% |
| All | +4.7% | -39.2% | +43.9% | +12.0% |
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