-14.1%
DECK vs PEG
+26.8%
-40.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.5% |
| 7D | +6.0% | -0.7% | +6.7% | +6.3% |
| 30D | +7.4% | +1.9% | +5.5% | +6.8% |
| 3M | -11.7% | -2.3% | -9.3% | -11.1% |
| 6M | -11.0% | -6.7% | -4.3% | -9.0% |
| YTD | -15.4% | -6.6% | -8.8% | -13.5% |
| 1Y | +7.2% | -5.3% | +12.6% | +9.0% |
| All | -14.1% | +26.8% | -40.9% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling