I may be wrong here but I have the feeling that they don't.
I think, if I put points into the Champion system, which increases my shock dmg, that also my pets should benefit from that.
Otherwise it would be quite unfair that sorcs have the only dmg abilities that don't increase in dmg with the Champion point system.
Furthermore the should also benefit from racial passives like the one from high elves.
And also things like the shadow mundus stone that increases your critical hit dmg should be included.