+364.4%
PCAR vs DECK
+718.3%
-353.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.2% |
| 7D | -0.5% | -2.2% | +1.7% | 0.0% |
| 30D | -6.2% | -13.6% | +7.4% | -3.3% |
| 3M | +5.9% | -21.2% | +27.1% | +11.2% |
| 6M | +0.4% | -21.1% | +21.5% | +5.1% |
| YTD | +14.8% | -17.2% | +32.1% | +18.2% |
| 1Y | +30.1% | -30.7% | +60.9% | +38.4% |
| 3Y | +66.7% | -3.4% | +70.0% | +57.5% |
| 5Y | +166.1% | +25.5% | +140.6% | +129.7% |
| All | +364.4% | +718.3% | -353.9% | +180.9% |
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