+839.4%
DECK vs PFGC
+366.4%
+473.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +6.8% | +15.0% | -8.2% | +1.8% |
| 30D | +8.3% | +17.0% | -8.7% | +2.7% |
| 3M | -7.9% | -2.5% | -5.4% | -7.3% |
| 6M | -10.6% | +19.2% | -29.8% | -15.9% |
| YTD | -13.4% | +23.4% | -36.8% | -20.0% |
| 1Y | +12.5% | +13.9% | -1.4% | +6.7% |
| 3Y | -14.9% | +82.0% | -96.9% | -30.8% |
| 5Y | +27.5% | +128.7% | -101.2% | -5.0% |
| 10Y | +839.4% | +361.5% | +477.9% | +406.2% |
| All | +839.4% | +366.4% | +473.0% | +406.2% |
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