+741.1%
DECK vs PFG
+244.0%
+497.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.3% |
| 7D | -2.2% | +5.5% | -7.7% | -4.9% |
| 30D | -13.6% | +2.4% | -16.0% | -14.7% |
| 3M | -21.2% | +13.6% | -34.8% | -26.2% |
| 6M | -21.1% | +27.9% | -49.0% | -30.1% |
| YTD | -17.2% | +35.6% | -52.8% | -28.9% |
| 1Y | -30.7% | +48.5% | -79.2% | -43.2% |
| 3Y | -3.4% | +66.9% | -70.2% | -25.6% |
| 5Y | +25.5% | +111.0% | -85.4% | -15.1% |
| All | +741.1% | +244.0% | +497.1% | +239.5% |
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