+347.3%
PBF vs DECK
+718.3%
-371.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.8% |
| 7D | +4.3% | -2.2% | +6.5% | +4.9% |
| 30D | +22.0% | -13.6% | +35.6% | +27.0% |
| 3M | +74.5% | -21.2% | +95.7% | +84.9% |
| 6M | +67.7% | -21.1% | +88.8% | +74.5% |
| YTD | +179.2% | -17.2% | +196.4% | +183.1% |
| 1Y | +170.0% | -30.7% | +200.7% | +187.2% |
| 3Y | +66.4% | -3.4% | +69.7% | +43.7% |
| 5Y | +764.5% | +25.5% | +739.0% | +541.1% |
| All | +347.3% | +718.3% | -371.0% | +71.3% |
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