-12.8%
DECK vs PNR
+21.3%
-34.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.3% | +2.7% | +4.1% |
| 7D | +10.4% | +11.9% | -1.5% | +3.7% |
| 30D | +11.1% | +37.1% | -26.0% | -7.8% |
| 3M | -10.8% | +5.7% | -16.5% | -13.5% |
| 6M | -8.7% | -5.7% | -3.1% | -6.4% |
| YTD | -14.0% | -29.8% | +15.8% | +5.7% |
| 1Y | +12.0% | -31.8% | +43.8% | +40.4% |
| All | -12.8% | +21.3% | -34.1% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling