+6,920.8%
DECK vs PTC
+412.8%
+6,508.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.0% | +7.6% | +2.8% |
| 7D | -2.2% | -10.3% | +8.0% | 0.0% |
| 30D | -13.6% | +1.1% | -14.7% | -14.0% |
| 3M | -21.2% | +1.6% | -22.9% | -22.0% |
| 6M | -21.1% | -13.5% | -7.6% | -19.4% |
| YTD | -17.2% | -19.1% | +1.8% | -14.4% |
| 1Y | -30.7% | -33.9% | +3.1% | -25.2% |
| 3Y | -3.4% | -3.9% | +0.5% | -3.9% |
| 5Y | +25.5% | +6.0% | +19.5% | +22.2% |
| 10Y | +714.7% | +223.7% | +490.9% | +530.8% |
| All | +6,920.8% | +412.8% | +6,508.0% | +3,535.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling