+26.1%
DECK vs PENG
+115.2%
-89.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.4% | -4.9% | +0.4% |
| 7D | -2.2% | +4.5% | -6.8% | -3.0% |
| 30D | -13.6% | -7.1% | -6.5% | -12.8% |
| 3M | -21.2% | -27.3% | +6.0% | -19.7% |
| 6M | -21.1% | +169.6% | -190.7% | -41.9% |
| YTD | -17.2% | +164.6% | -181.8% | -39.1% |
| 1Y | -30.7% | +109.5% | -140.2% | -46.9% |
| 3Y | -3.4% | +98.9% | -102.3% | -31.4% |
| All | +26.1% | +115.2% | -89.1% | -13.0% |
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 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