-14.1%
DECK vs PSLV
+113.8%
-127.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.5% |
| 7D | +6.0% | -0.1% | +6.1% | +6.0% |
| 30D | +7.4% | -15.6% | +23.1% | +7.4% |
| 3M | -11.7% | -16.6% | +5.0% | -11.7% |
| 6M | -11.0% | -28.5% | +17.5% | -11.1% |
| YTD | -15.4% | -28.7% | +13.3% | -21.8% |
| 1Y | +7.2% | +5.8% | +1.5% | -6.2% |
| All | -14.1% | +113.8% | -127.9% | -29.7% |
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