-1.8%
DECK vs PPG
-14.7%
+12.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | -0.1% | +0.4% |
| 7D | -2.2% | -1.5% | -0.7% | -1.2% |
| 30D | -13.6% | -5.0% | -8.6% | -10.5% |
| 3M | -21.2% | +1.1% | -22.4% | -22.3% |
| 6M | -21.1% | -3.2% | -17.9% | -20.0% |
| YTD | -17.2% | +11.9% | -29.1% | -25.7% |
| 1Y | -30.7% | +5.3% | -36.1% | -34.9% |
| All | -1.8% | -14.7% | +12.9% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling