+27.6%
DECK vs PPG
-14.3%
+41.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +2.7% |
| 7D | +6.4% | +0.3% | +6.1% | +6.2% |
| 30D | +9.1% | +20.5% | -11.4% | -3.8% |
| 3M | -7.2% | +5.3% | -12.5% | -10.5% |
| 6M | -9.9% | +15.8% | -25.7% | -18.7% |
| YTD | -12.8% | +24.6% | -37.3% | -26.1% |
| 1Y | +10.6% | +33.6% | -23.0% | -10.8% |
| 3Y | -13.8% | +5.0% | -18.8% | -18.7% |
| 5Y | +27.6% | -14.0% | +41.6% | +30.8% |
| All | +27.6% | -14.3% | +41.9% | +30.8% |
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 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