+741.1%
DECK vs PFGC
+273.6%
+467.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -2.2% | -2.2% | 0.0% | -1.5% |
| 30D | -13.6% | -11.9% | -1.7% | -9.9% |
| 3M | -21.2% | +5.0% | -26.3% | -22.6% |
| 6M | -21.1% | +8.6% | -29.7% | -23.3% |
| YTD | -17.2% | +9.7% | -26.9% | -20.3% |
| 1Y | -30.7% | -6.3% | -24.5% | -29.7% |
| 3Y | -3.4% | +58.2% | -61.6% | -17.7% |
| 5Y | +25.5% | +110.4% | -84.9% | -3.8% |
| All | +741.1% | +273.6% | +467.5% | +381.5% |
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