+7,078.7%
DECK vs PNR
+2,141.3%
+4,937.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.2% |
| 7D | +6.0% | +6.0% | 0.0% | +3.5% |
| 30D | +7.4% | +32.4% | -25.0% | -5.0% |
| 3M | -11.7% | +1.6% | -13.2% | -12.7% |
| 6M | -11.0% | -9.5% | -1.4% | -8.3% |
| YTD | -15.4% | -32.0% | +16.6% | -2.1% |
| 1Y | +7.2% | -34.4% | +41.7% | +25.9% |
| 3Y | -11.8% | +17.4% | -29.2% | -18.4% |
| 5Y | +24.3% | +0.5% | +23.8% | +21.3% |
| 10Y | +907.5% | +122.2% | +785.3% | +610.5% |
| All | +7,078.7% | +2,141.3% | +4,937.4% | +3,668.7% |
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