+806.1%
DECK vs PSLV
+68.7%
+737.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.0% |
| 3M | -11.7% | -16.6% | +5.0% | -10.4% |
| 6M | -11.0% | -28.5% | +17.5% | -8.7% |
| YTD | -15.4% | -28.7% | +13.3% | -16.1% |
| 1Y | +7.2% | +5.8% | +1.5% | +0.8% |
| 3Y | -11.8% | +114.1% | -125.9% | -25.3% |
| 5Y | +24.3% | +99.9% | -75.5% | +5.3% |
| 10Y | +907.5% | +138.6% | +768.9% | +712.1% |
| All | +806.1% | +68.7% | +737.4% | +571.3% |
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 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