+26.1%
DECK vs PFG
+110.8%
-84.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.4% |
| 7D | -2.2% | +5.5% | -7.7% | -5.2% |
| 30D | -13.6% | +2.4% | -16.0% | -14.9% |
| 3M | -21.2% | +13.6% | -34.8% | -26.8% |
| 6M | -21.1% | +27.9% | -49.0% | -31.2% |
| YTD | -17.2% | +35.6% | -52.8% | -30.2% |
| 1Y | -30.7% | +48.5% | -79.2% | -44.6% |
| 3Y | -3.4% | +66.9% | -70.2% | -27.9% |
| All | +26.1% | +110.8% | -84.7% | -19.3% |
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