-6.5%
PCG vs DECK
+8,125.5%
-8,132.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.0% | -5.1% | +0.4% |
| 7D | +1.9% | +10.4% | -8.5% | +1.2% |
| 30D | +8.5% | +11.1% | -2.6% | +7.7% |
| 3M | -22.9% | -10.8% | -12.1% | -22.4% |
| 6M | -16.8% | -8.7% | -8.0% | -16.4% |
| YTD | -15.8% | -14.0% | -1.7% | -15.3% |
| 1Y | -16.0% | +12.0% | -28.0% | -17.0% |
| 3Y | -18.9% | -10.5% | -8.5% | -19.8% |
| 5Y | +17.4% | +28.5% | -11.1% | +12.6% |
| 10Y | -76.4% | +923.3% | -999.7% | -79.6% |
| All | -6.5% | +8,125.5% | -8,132.0% | -27.3% |
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