+83.5%
PEP vs DECK
+937.4%
-853.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.0% | -2.2% | +3.2% |
| 7D | +7.4% | +10.4% | -3.0% | +6.3% |
| 30D | +13.3% | +11.1% | +2.3% | +12.1% |
| 3M | +3.5% | -10.8% | +14.3% | +4.5% |
| 6M | -5.9% | -8.7% | +2.8% | -5.2% |
| YTD | +2.3% | -14.0% | +16.3% | +3.2% |
| 1Y | +3.7% | +12.0% | -8.3% | +2.1% |
| 3Y | -4.8% | -10.5% | +5.6% | -7.7% |
| 5Y | +1.9% | +28.5% | -26.6% | -7.1% |
| 10Y | +83.5% | +923.3% | -839.8% | +42.3% |
| All | +83.5% | +937.4% | -853.9% | +42.3% |
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 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