-12.8%
DECK vs PFGC
+80.8%
-93.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +13.5% | -7.6% | -0.7% |
| 7D | +10.4% | +13.9% | -3.5% | +3.2% |
| 30D | +11.1% | +18.4% | -7.3% | +2.0% |
| 3M | -10.8% | -2.5% | -8.2% | -10.1% |
| 6M | -8.7% | +26.0% | -34.8% | -19.0% |
| YTD | -14.0% | +21.9% | -35.9% | -23.7% |
| 1Y | +12.0% | +13.4% | -1.3% | +3.4% |
| All | -12.8% | +80.8% | -93.6% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling