+7,190.8%
DECK vs PPG
+1,640.9%
+5,549.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +5.0% | +1.0% | +3.3% |
| 7D | +10.4% | +7.5% | +2.9% | +6.3% |
| 30D | +11.1% | +20.9% | -9.8% | +0.4% |
| 3M | -10.8% | +8.7% | -19.5% | -14.7% |
| 6M | -8.7% | +23.8% | -32.6% | -18.7% |
| YTD | -14.0% | +26.5% | -40.6% | -24.9% |
| 1Y | +12.0% | +37.6% | -25.6% | -6.3% |
| 3Y | -10.5% | +6.4% | -16.9% | -13.8% |
| 5Y | +28.5% | -13.3% | +41.8% | +35.2% |
| 10Y | +923.3% | +65.7% | +857.6% | +659.0% |
| All | +7,190.8% | +1,640.9% | +5,549.9% | +2,361.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling