+8.6%
DECK vs PNR
-36.0%
+44.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.2% |
| 7D | +5.8% | +2.8% | +2.9% | +4.6% |
| 30D | +7.9% | +31.2% | -23.3% | -4.3% |
| 3M | -11.4% | -2.1% | -9.3% | -9.6% |
| 6M | -16.6% | -14.0% | -2.6% | -10.2% |
| YTD | -16.4% | -33.6% | +17.3% | +1.1% |
| 1Y | +8.6% | -35.2% | +43.8% | +34.8% |
| All | +8.6% | -36.0% | +44.7% | +34.8% |
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