+820.6%
DECK vs PENG
+705.8%
+114.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -9.1% | +15.1% | +7.6% |
| 7D | +10.4% | -20.5% | +30.8% | +14.2% |
| 30D | +11.1% | -20.4% | +31.5% | +13.9% |
| 3M | -10.8% | -16.4% | +5.6% | -10.1% |
| 6M | -8.7% | +49.2% | -58.0% | -22.9% |
| YTD | -14.0% | +147.2% | -161.2% | -35.6% |
| 1Y | +12.0% | +124.7% | -112.6% | -14.7% |
| 3Y | -10.5% | +230.3% | -240.7% | -40.5% |
| 5Y | +28.5% | +71.4% | -42.9% | -8.3% |
| All | +820.6% | +705.8% | +114.7% | +447.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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