+24.3%
DECK vs PFG
+95.1%
-70.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.3% | +0.6% |
| 7D | +6.0% | -0.7% | +6.7% | +6.5% |
| 30D | +7.4% | +2.8% | +4.6% | +5.8% |
| 3M | -11.7% | -1.0% | -10.6% | -11.5% |
| 6M | -11.0% | +13.6% | -24.6% | -17.5% |
| YTD | -15.4% | +31.1% | -46.4% | -27.7% |
| 1Y | +7.2% | +43.8% | -36.6% | -12.9% |
| 3Y | -11.8% | +75.0% | -86.9% | -36.3% |
| 5Y | +24.3% | +95.2% | -70.9% | -21.2% |
| All | +24.3% | +95.1% | -70.8% | -21.2% |
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