+284.5%
PBF vs DECK
+874.1%
-589.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.7% | -4.7% | -6.6% |
| 7D | -13.8% | +5.8% | -19.5% | -15.3% |
| 30D | -19.6% | +7.9% | -27.5% | -21.5% |
| 3M | +10.3% | -11.4% | +21.7% | +13.5% |
| 6M | +63.4% | -16.6% | +80.0% | +68.9% |
| YTD | +152.6% | -16.4% | +169.0% | +154.3% |
| 1Y | +87.4% | +8.6% | +78.7% | +72.0% |
| 3Y | +63.3% | -15.1% | +78.4% | +48.7% |
| 5Y | +412.5% | +22.9% | +389.6% | +285.1% |
| All | +284.5% | +874.1% | -589.6% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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