+877.2%
DECK vs PNR
+113.6%
+763.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | +0.2% |
| 7D | +5.8% | +2.8% | +2.9% | +4.0% |
| 30D | +7.9% | +31.2% | -23.3% | -9.0% |
| 3M | -11.4% | -2.1% | -9.3% | -10.9% |
| 6M | -16.6% | -14.0% | -2.6% | -10.4% |
| YTD | -16.4% | -33.6% | +17.3% | +4.4% |
| 1Y | +8.6% | -35.2% | +43.8% | +37.5% |
| 3Y | -15.1% | +15.8% | -30.9% | -24.6% |
| 5Y | +22.9% | -1.8% | +24.7% | +17.5% |
| All | +877.2% | +113.6% | +763.6% | +430.9% |
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