+330.8%
PBF vs DECK
+1,234.2%
-903.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.7% |
| 7D | +4.3% | -2.2% | +6.5% | +4.8% |
| 30D | +22.0% | -13.6% | +35.6% | +26.4% |
| 3M | +74.5% | -21.2% | +95.7% | +83.7% |
| 6M | +67.7% | -21.1% | +88.8% | +73.7% |
| YTD | +179.2% | -17.2% | +196.4% | +183.0% |
| 1Y | +170.0% | -30.7% | +200.7% | +185.1% |
| 3Y | +66.4% | -3.4% | +69.7% | +49.2% |
| 5Y | +764.5% | +25.5% | +739.0% | +585.3% |
| 10Y | +358.5% | +714.7% | -356.1% | +119.9% |
| All | +330.8% | +1,234.2% | -903.4% | +103.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling