+741.1%
DECK vs PNR
+63.4%
+677.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.4% |
| 7D | -2.2% | -2.4% | +0.1% | -0.8% |
| 30D | -13.6% | -12.8% | -0.8% | -6.2% |
| 3M | -21.2% | -17.0% | -4.3% | -13.0% |
| 6M | -21.1% | -37.4% | +16.3% | +3.2% |
| YTD | -17.2% | -41.6% | +24.4% | +12.4% |
| 1Y | -30.7% | -44.6% | +13.9% | -2.8% |
| 3Y | -3.4% | -12.1% | +8.8% | +1.7% |
| 5Y | +25.5% | -17.4% | +42.9% | +33.9% |
| All | +741.1% | +63.4% | +677.8% | +429.2% |
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