+28.5%
DECK vs PENG
+72.0%
-43.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -9.1% | +15.1% | +7.4% |
| 7D | +10.4% | -20.5% | +30.8% | +13.8% |
| 30D | +11.1% | -20.4% | +31.5% | +13.6% |
| 3M | -10.8% | -16.4% | +5.6% | -10.2% |
| 6M | -8.7% | +49.2% | -58.0% | -23.9% |
| YTD | -14.0% | +147.2% | -161.2% | -37.3% |
| 1Y | +12.0% | +124.7% | -112.6% | -16.8% |
| 3Y | -10.5% | +230.3% | -240.7% | -43.4% |
| 5Y | +28.5% | +71.4% | -42.9% | -11.9% |
| All | +28.5% | +72.0% | -43.5% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling