-17.1%
DECK vs PSLV
+110.4%
-127.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +2.7% |
| 7D | +0.1% | -6.3% | +6.4% | +0.2% |
| 30D | +4.8% | -12.7% | +17.5% | +5.0% |
| 3M | -6.9% | -24.7% | +17.8% | -6.8% |
| 6M | -7.6% | -44.6% | +37.0% | -7.8% |
| YTD | -16.3% | -33.3% | +17.0% | -22.6% |
| 1Y | +4.5% | -8.6% | +13.1% | -7.7% |
| 3Y | -17.1% | +108.2% | -125.3% | -32.7% |
| All | -17.1% | +110.4% | -127.5% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling