+18.7%
DECK vs PPG
-14.6%
+33.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -3.0% |
| 7D | -3.7% | -0.2% | -3.5% | -3.5% |
| 30D | +0.6% | +17.7% | -17.1% | -9.8% |
| 3M | -7.3% | +7.4% | -14.7% | -11.6% |
| 6M | -10.9% | +16.4% | -27.3% | -19.8% |
| YTD | -18.5% | +22.4% | -40.8% | -30.1% |
| 1Y | +0.2% | +28.6% | -28.4% | -17.0% |
| 3Y | -19.8% | +2.0% | -21.8% | -22.9% |
| 5Y | +18.7% | -15.6% | +34.3% | +22.9% |
| All | +18.7% | -14.6% | +33.3% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling