+71.8%
DECK vs PCOR
-10.0%
+81.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +19.7% | -13.7% | +0.5% |
| 7D | +10.4% | +21.8% | -11.5% | +4.1% |
| 30D | +11.1% | +39.5% | -28.4% | +0.8% |
| 3M | -10.8% | +35.2% | -46.0% | -18.7% |
| 6M | -8.7% | +21.7% | -30.5% | -15.4% |
| YTD | -14.0% | +3.9% | -18.0% | -17.7% |
| 1Y | +12.0% | +6.9% | +5.1% | +5.9% |
| 3Y | -10.5% | +44.8% | -55.2% | -24.7% |
| 5Y | +28.5% | -21.9% | +50.4% | +12.5% |
| All | +71.8% | -10.0% | +81.8% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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