-15.1%
DECK vs PPG
+2.5%
-17.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.6% |
| 7D | +5.8% | +2.4% | +3.4% | +3.9% |
| 30D | +7.9% | +16.5% | -8.6% | -3.6% |
| 3M | -11.4% | +5.1% | -16.5% | -14.7% |
| 6M | -16.6% | +11.1% | -27.7% | -23.3% |
| YTD | -16.4% | +21.7% | -38.0% | -30.0% |
| 1Y | +8.6% | +32.0% | -23.3% | -15.0% |
| 3Y | -15.1% | +2.8% | -17.9% | -15.0% |
| All | -15.1% | +2.5% | -17.7% | -15.0% |
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