+28.5%
DECK vs PFG
+102.3%
-73.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.1% | +1.8% | +3.7% |
| 7D | +10.4% | +4.9% | +5.5% | +7.6% |
| 30D | +11.1% | +5.7% | +5.4% | +7.8% |
| 3M | -10.8% | +2.6% | -13.3% | -12.3% |
| 6M | -8.7% | +19.8% | -28.5% | -17.9% |
| YTD | -14.0% | +36.3% | -50.3% | -28.1% |
| 1Y | +12.0% | +47.9% | -35.9% | -10.5% |
| 3Y | -10.5% | +82.0% | -92.4% | -36.7% |
| 5Y | +28.5% | +104.5% | -76.0% | -20.6% |
| All | +28.5% | +102.3% | -73.8% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling