+904.2%
DECK vs PFGC
+356.5%
+547.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +13.5% | -7.6% | +1.4% |
| 7D | +10.4% | +13.9% | -3.5% | +5.5% |
| 30D | +11.1% | +18.4% | -7.3% | +4.9% |
| 3M | -10.8% | -2.5% | -8.2% | -10.3% |
| 6M | -8.7% | +26.0% | -34.8% | -15.8% |
| YTD | -14.0% | +21.9% | -35.9% | -20.2% |
| 1Y | +12.0% | +13.4% | -1.3% | +6.4% |
| 3Y | -10.5% | +80.7% | -91.1% | -27.0% |
| 5Y | +28.5% | +136.8% | -108.3% | -5.1% |
| All | +904.2% | +356.5% | +547.7% | +451.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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