+66.1%
PBR vs DECK
-13.4%
+79.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.4% |
| 7D | -16.0% | +5.8% | -21.7% | -16.0% |
| 30D | -22.8% | +7.9% | -30.6% | -22.9% |
| 3M | +3.0% | -11.4% | +14.4% | +3.4% |
| 6M | -8.1% | -16.6% | +8.5% | -7.6% |
| YTD | +63.1% | -16.4% | +79.5% | +63.4% |
| 1Y | +59.3% | +8.6% | +50.6% | +56.0% |
| 3Y | +66.1% | -15.1% | +81.2% | +79.8% |
| All | +66.1% | -13.4% | +79.5% | +79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling