+12.0%
DECK vs PNR
-31.2%
+43.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.3% | +2.7% | +4.6% |
| 7D | +10.4% | +11.9% | -1.5% | +5.3% |
| 30D | +11.1% | +37.1% | -26.0% | -3.3% |
| 3M | -10.8% | +5.7% | -16.5% | -12.0% |
| 6M | -8.7% | -5.7% | -3.1% | -5.9% |
| YTD | -14.0% | -29.8% | +15.8% | +1.9% |
| 1Y | +12.0% | -31.8% | +43.8% | +37.3% |
| All | +12.0% | -31.2% | +43.2% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling