-1.8%
DECK vs PTC
-3.9%
+2.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.0% | +7.6% | +3.7% |
| 7D | -2.2% | -10.3% | +8.0% | +1.6% |
| 30D | -13.6% | +1.1% | -14.7% | -14.3% |
| 3M | -21.2% | +1.6% | -22.9% | -22.6% |
| 6M | -21.1% | -13.5% | -7.6% | -16.9% |
| YTD | -17.2% | -19.1% | +1.8% | -10.2% |
| 1Y | -30.7% | -33.9% | +3.1% | -16.7% |
| All | -1.8% | -3.9% | +2.1% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling