+53.8%
PSA vs DKS
+44.5%
+9.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -2.1% | +1.3% | -3.4% | -2.2% |
| 30D | +16.2% | +8.9% | +7.3% | +15.0% |
| 3M | +4.3% | -26.4% | +30.7% | +7.6% |
| 6M | +9.9% | -31.1% | +40.9% | +14.1% |
| YTD | +33.3% | -22.8% | +56.1% | +36.4% |
| 1Y | +25.8% | -29.5% | +55.3% | +30.0% |
| All | +53.8% | +44.5% | +9.3% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling