+839.4%
DECK vs PNR
+109.3%
+730.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.2% |
| 7D | +6.8% | -0.1% | +6.9% | +6.9% |
| 30D | +8.3% | +33.4% | -25.0% | -9.4% |
| 3M | -7.9% | +4.9% | -12.7% | -11.0% |
| 6M | -10.6% | -8.5% | -2.1% | -7.5% |
| YTD | -13.4% | -32.1% | +18.8% | +6.7% |
| 1Y | +12.5% | -35.0% | +47.4% | +42.2% |
| 3Y | -14.9% | +17.6% | -32.5% | -25.0% |
| 5Y | +27.5% | +0.9% | +26.6% | +20.0% |
| 10Y | +839.4% | +101.4% | +738.0% | +433.1% |
| All | +839.4% | +109.3% | +730.0% | +433.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling