-13.8%
DECK vs PSLV
+125.0%
-138.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.7% | +1.6% | +4.2% |
| 7D | +6.4% | +6.3% | +0.1% | +6.3% |
| 30D | +9.1% | -13.0% | +22.1% | +9.1% |
| 3M | -7.2% | -16.9% | +9.7% | -7.2% |
| 6M | -9.9% | -34.0% | +24.0% | -10.2% |
| YTD | -12.8% | -26.8% | +14.1% | -19.5% |
| 1Y | +10.6% | +7.7% | +2.9% | -3.3% |
| 3Y | -13.8% | +125.3% | -139.1% | -30.1% |
| All | -13.8% | +125.0% | -138.8% | -30.1% |
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 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