+741.1%
DECK vs PEG
+140.6%
+600.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -2.2% | +0.7% | -2.9% | -2.5% |
| 30D | -13.6% | -2.4% | -11.2% | -12.7% |
| 3M | -21.2% | -4.8% | -16.5% | -19.6% |
| 6M | -21.1% | -10.7% | -10.4% | -17.1% |
| YTD | -17.2% | -6.7% | -10.6% | -14.8% |
| 1Y | -30.7% | -6.8% | -23.9% | -29.0% |
| 3Y | -3.4% | +34.5% | -37.8% | -18.2% |
| 5Y | +25.5% | +35.8% | -10.2% | +3.6% |
| All | +741.1% | +140.6% | +600.5% | +487.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling