+26.1%
DECK vs PFGC
+111.4%
-85.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -2.2% | -2.2% | 0.0% | -1.2% |
| 30D | -13.6% | -11.9% | -1.7% | -8.4% |
| 3M | -21.2% | +5.0% | -26.3% | -23.2% |
| 6M | -21.1% | +8.6% | -29.7% | -24.4% |
| YTD | -17.2% | +9.7% | -26.9% | -21.9% |
| 1Y | -30.7% | -6.3% | -24.5% | -29.4% |
| 3Y | -3.4% | +58.2% | -61.6% | -23.8% |
| All | +26.1% | +111.4% | -85.3% | -14.5% |
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 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