+781.3%
DECK vs PPG
+57.1%
+724.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.9% |
| 7D | -0.8% | -1.2% | +0.4% | 0.0% |
| 30D | +4.9% | +21.2% | -16.3% | -7.7% |
| 3M | -5.8% | +8.2% | -14.0% | -10.6% |
| 6M | -8.6% | +17.2% | -25.7% | -18.0% |
| YTD | -14.7% | +25.0% | -39.7% | -27.6% |
| 1Y | +6.9% | +33.5% | -26.7% | -13.2% |
| 3Y | -16.2% | +4.2% | -20.4% | -19.9% |
| 5Y | +25.3% | -12.7% | +37.9% | +30.6% |
| 10Y | +781.3% | +58.0% | +723.3% | +480.8% |
| All | +781.3% | +57.1% | +724.2% | +480.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling