-4.6%
PEP vs DECK
-12.4%
+7.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | +6.7% | +6.0% | +0.6% | +6.3% |
| 30D | +13.5% | +7.4% | +6.1% | +13.0% |
| 3M | +3.9% | -11.7% | +15.6% | +4.6% |
| 6M | -6.0% | -11.0% | +5.0% | -5.4% |
| YTD | +2.5% | -15.4% | +17.8% | +3.1% |
| 1Y | +3.9% | +7.2% | -3.3% | +4.0% |
| All | -4.6% | -12.4% | +7.8% | -4.9% |
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 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