+12.5%
DECK vs PPG
+33.2%
-20.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +6.8% | +3.2% | +3.5% | +4.8% |
| 30D | +8.3% | +20.4% | -12.1% | -2.8% |
| 3M | -7.9% | +8.4% | -16.2% | -12.1% |
| 6M | -10.6% | +15.6% | -26.2% | -18.0% |
| YTD | -13.4% | +24.4% | -37.8% | -27.6% |
| 1Y | +12.5% | +32.9% | -20.4% | -10.8% |
| All | +12.5% | +33.2% | -20.7% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling