+877.2%
DECK vs PFG
+195.7%
+681.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.4% |
| 7D | +5.8% | -0.6% | +6.4% | +6.1% |
| 30D | +7.9% | +2.0% | +5.9% | +6.9% |
| 3M | -11.4% | -3.2% | -8.2% | -10.3% |
| 6M | -16.6% | +10.9% | -27.5% | -20.9% |
| YTD | -16.4% | +28.8% | -45.2% | -26.3% |
| 1Y | +8.6% | +39.2% | -30.5% | -7.7% |
| 3Y | -15.1% | +75.0% | -90.2% | -35.7% |
| 5Y | +22.9% | +91.9% | -69.1% | -12.6% |
| All | +877.2% | +195.7% | +681.5% | +398.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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