+12.0%
DECK vs PEG
-6.2%
+18.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.6% | +5.4% | +5.8% |
| 7D | +10.4% | +1.0% | +9.3% | +10.0% |
| 30D | +11.1% | +6.6% | +4.5% | +8.6% |
| 3M | -10.8% | -3.1% | -7.6% | -9.8% |
| 6M | -8.7% | -7.4% | -1.4% | -6.2% |
| YTD | -14.0% | -6.4% | -7.6% | -10.6% |
| 1Y | +12.0% | -7.4% | +19.5% | +16.1% |
| All | +12.0% | -6.2% | +18.2% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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