+741.1%
DECK vs PTC
+224.0%
+517.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.0% | +7.6% | +4.3% |
| 7D | -2.2% | -10.3% | +8.0% | +2.5% |
| 30D | -13.6% | +1.1% | -14.7% | -14.5% |
| 3M | -21.2% | +1.6% | -22.9% | -23.1% |
| 6M | -21.1% | -13.5% | -7.6% | -17.5% |
| YTD | -17.2% | -19.1% | +1.8% | -11.1% |
| 1Y | -30.7% | -33.9% | +3.1% | -18.2% |
| 3Y | -3.4% | -3.9% | +0.5% | -6.4% |
| 5Y | +25.5% | +6.0% | +19.5% | +13.7% |
| All | +741.1% | +224.0% | +517.1% | +362.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling