+1,464.0%
PBR vs DECK
+40,009.7%
-38,545.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.8% |
| 7D | -14.2% | +6.0% | -20.2% | -15.4% |
| 30D | -21.0% | +7.4% | -28.5% | -22.4% |
| 3M | +5.4% | -11.7% | +17.1% | +7.6% |
| 6M | -10.4% | -11.0% | +0.5% | -9.4% |
| YTD | +65.5% | -15.4% | +80.9% | +67.2% |
| 1Y | +61.6% | +7.2% | +54.3% | +54.4% |
| 3Y | +68.9% | -11.8% | +80.7% | +59.0% |
| 5Y | +504.5% | +24.3% | +480.2% | +406.6% |
| 10Y | +523.6% | +907.5% | -383.9% | +215.5% |
| All | +1,464.0% | +40,009.7% | -38,545.7% | +482.7% |
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