+113.5%
PCAR vs DECK
+31.2%
+82.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.0% | -1.9% | +2.8% |
| 7D | +3.7% | +10.4% | -6.7% | +1.5% |
| 30D | -2.9% | +11.1% | -14.0% | -5.1% |
| 3M | -21.7% | -10.8% | -10.9% | -20.0% |
| 6M | -6.6% | -8.7% | +2.1% | -5.3% |
| YTD | -2.2% | -14.0% | +11.8% | -0.3% |
| 1Y | +12.2% | +12.0% | +0.2% | +8.2% |
| 3Y | +36.5% | -10.5% | +47.0% | +31.2% |
| 5Y | +113.5% | +28.5% | +85.0% | +74.1% |
| All | +113.5% | +31.2% | +82.3% | +74.1% |
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