+496.0%
PBR vs DECK
+25.5%
+470.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.0% |
| 7D | +8.6% | -2.2% | +10.8% | +8.7% |
| 30D | +12.8% | -13.6% | +26.4% | +14.0% |
| 3M | +14.7% | -21.2% | +35.9% | +16.6% |
| 6M | +25.2% | -21.1% | +46.3% | +27.0% |
| YTD | +77.1% | -17.2% | +94.4% | +78.3% |
| 1Y | +69.6% | -30.7% | +100.3% | +73.4% |
| 3Y | +95.6% | -3.4% | +98.9% | +85.0% |
| All | +496.0% | +25.5% | +470.5% | +435.4% |
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 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