+6,920.8%
DECK vs PNR
+1,824.8%
+5,096.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.4% |
| 7D | -2.2% | -2.4% | +0.1% | -1.2% |
| 30D | -13.6% | -12.8% | -0.8% | -8.5% |
| 3M | -21.2% | -17.0% | -4.3% | -15.4% |
| 6M | -21.1% | -37.4% | +16.3% | -4.7% |
| YTD | -17.2% | -41.6% | +24.4% | +2.6% |
| 1Y | -30.7% | -44.6% | +13.9% | -12.2% |
| 3Y | -3.4% | -12.1% | +8.8% | +1.1% |
| 5Y | +25.5% | -17.4% | +42.9% | +33.4% |
| 10Y | +714.7% | +64.0% | +650.7% | +549.1% |
| All | +6,920.8% | +1,824.8% | +5,096.0% | +3,850.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling