-10.5%
PCG vs DECK
-3.0%
-7.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.9% | +2.3% |
| 7D | -13.9% | -2.2% | -11.6% | -13.7% |
| 30D | -16.9% | -13.6% | -3.3% | -16.0% |
| 3M | -14.7% | -21.2% | +6.5% | -13.4% |
| 6M | -23.8% | -21.1% | -2.7% | -22.7% |
| YTD | -10.5% | -17.2% | +6.7% | -9.6% |
| 1Y | -5.1% | -30.7% | +25.6% | -3.3% |
| All | -10.5% | -3.0% | -7.5% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling