+420.9%
PBF vs DECK
+25.8%
+395.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.5% | -4.3% | -5.7% |
| 7D | -9.5% | +6.0% | -15.5% | -10.1% |
| 30D | -17.5% | +7.4% | -25.0% | -18.2% |
| 3M | +12.2% | -11.7% | +23.8% | +13.6% |
| 6M | +49.6% | -11.0% | +60.5% | +50.1% |
| YTD | +156.8% | -15.4% | +172.1% | +156.7% |
| 1Y | +98.6% | +7.2% | +91.4% | +89.3% |
| 3Y | +63.4% | -11.8% | +75.2% | +57.7% |
| 5Y | +420.9% | +24.3% | +396.5% | +443.0% |
| All | +420.9% | +25.8% | +395.1% | +443.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling