+24.3%
DECK vs PFGC
+131.9%
-107.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | +6.0% | +12.5% | -6.4% | -0.1% |
| 30D | +7.4% | +17.0% | -9.5% | -0.6% |
| 3M | -11.7% | -2.1% | -9.6% | -11.2% |
| 6M | -11.0% | +25.9% | -36.9% | -20.8% |
| YTD | -15.4% | +22.0% | -37.3% | -24.4% |
| 1Y | +7.2% | +14.8% | -7.6% | -1.4% |
| 3Y | -11.8% | +80.8% | -92.7% | -35.3% |
| 5Y | +24.3% | +126.0% | -101.6% | -21.4% |
| All | +24.3% | +131.9% | -107.5% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling