-11.0%
DECK vs PPG
+19.2%
-30.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | +0.7% |
| 7D | +6.0% | +2.7% | +3.3% | +4.0% |
| 30D | +7.4% | +15.7% | -8.3% | -3.3% |
| 3M | -11.7% | +4.1% | -15.8% | -14.2% |
| 6M | -11.0% | +17.3% | -28.3% | -24.2% |
| All | -11.0% | +19.2% | -30.1% | -24.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling