+877.2%
DECK vs PSLV
+139.5%
+737.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +5.8% | +5.1% | +0.6% | +5.2% |
| 30D | +7.9% | -13.3% | +21.2% | +9.4% |
| 3M | -11.4% | -16.5% | +5.1% | -9.9% |
| 6M | -16.6% | -32.8% | +16.2% | -13.5% |
| YTD | -16.4% | -28.8% | +12.4% | -18.8% |
| 1Y | +8.6% | +5.8% | +2.8% | -2.8% |
| 3Y | -15.1% | +114.8% | -129.9% | -35.9% |
| 5Y | +22.9% | +99.5% | -76.7% | -7.4% |
| All | +877.2% | +139.5% | +737.7% | +469.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling