+26.1%
DECK vs PNR
-17.2%
+43.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.1% |
| 3M | -21.2% | -17.0% | -4.3% | -13.0% |
| 6M | -21.1% | -37.4% | +16.3% | +4.0% |
| YTD | -17.2% | -41.6% | +24.4% | +13.4% |
| 1Y | -30.7% | -44.6% | +13.9% | -1.8% |
| 3Y | -3.4% | -12.1% | +8.8% | +2.7% |
| All | +26.1% | -17.2% | +43.3% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling