+741.1%
DECK vs PSLV
+188.9%
+552.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.7% | +1.7% |
| 7D | -2.2% | -0.6% | -1.6% | -2.2% |
| 30D | -13.6% | +7.3% | -20.9% | -14.3% |
| 3M | -21.2% | -7.4% | -13.8% | -20.8% |
| 6M | -21.1% | -20.3% | -0.8% | -19.7% |
| YTD | -17.2% | -8.2% | -9.0% | -21.6% |
| 1Y | -30.7% | +57.9% | -88.7% | -41.8% |
| 3Y | -3.4% | +162.1% | -165.4% | -28.1% |
| 5Y | +25.5% | +151.2% | -125.6% | -7.4% |
| All | +741.1% | +188.9% | +552.2% | +421.3% |
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