+575.8%
PBR vs DECK
+753.0%
-177.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +0.7% |
| 7D | -1.0% | +0.1% | -1.2% | -1.1% |
| 30D | -29.3% | +4.8% | -34.1% | -30.3% |
| 3M | +5.5% | -6.9% | +12.5% | +6.5% |
| 6M | -2.9% | -7.6% | +4.7% | -2.6% |
| YTD | +61.5% | -16.3% | +77.7% | +63.3% |
| 1Y | +46.9% | +4.5% | +42.4% | +39.8% |
| 3Y | +66.4% | -17.1% | +83.5% | +53.4% |
| 5Y | +460.3% | +21.9% | +438.4% | +334.1% |
| All | +575.8% | +753.0% | -177.2% | +190.2% |
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