+7.2%
DECK vs PENG
+73.0%
-65.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -23.0% | +21.5% | -1.3% |
| 7D | +6.0% | -36.7% | +42.7% | +6.4% |
| 30D | +7.4% | -42.0% | +49.5% | +8.0% |
| 3M | -11.7% | -33.2% | +21.6% | -11.7% |
| 6M | -11.0% | +2.1% | -13.1% | -18.7% |
| YTD | -15.4% | +90.3% | -105.7% | -31.0% |
| 1Y | +7.2% | +67.7% | -60.4% | -12.0% |
| All | +7.2% | +73.0% | -65.7% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling