+786.2%
DECK vs PSLV
+117.0%
+669.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.2% |
| 3M | -21.2% | -7.4% | -13.8% | -20.9% |
| 6M | -21.1% | -20.3% | -0.8% | -19.9% |
| YTD | -17.2% | -8.2% | -9.0% | -19.7% |
| 1Y | -30.7% | +57.9% | -88.7% | -37.7% |
| 3Y | -3.4% | +162.1% | -165.4% | -19.3% |
| 5Y | +25.5% | +151.2% | -125.6% | +4.4% |
| 10Y | +714.7% | +191.7% | +523.0% | +544.8% |
| All | +786.2% | +117.0% | +669.2% | +542.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling