+1,573.8%
PBR vs DECK
+39,127.4%
-37,553.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.2% |
| 7D | +8.6% | -2.2% | +10.8% | +9.0% |
| 30D | +12.8% | -13.6% | +26.4% | +16.2% |
| 3M | +14.7% | -21.2% | +35.9% | +20.0% |
| 6M | +25.2% | -21.1% | +46.3% | +29.9% |
| YTD | +77.1% | -17.2% | +94.4% | +80.5% |
| 1Y | +69.6% | -30.7% | +100.3% | +78.4% |
| 3Y | +95.6% | -3.4% | +98.9% | +80.0% |
| 5Y | +501.8% | +25.5% | +476.2% | +402.4% |
| 10Y | +640.6% | +714.7% | -74.1% | +292.7% |
| All | +1,573.8% | +39,127.4% | -37,553.6% | +529.3% |
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