+4.7%
PEP vs DECK
+25.5%
-20.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.2% | -0.8% |
| 7D | -1.4% | -2.2% | +0.8% | -1.3% |
| 30D | +0.2% | -13.6% | +13.8% | +1.1% |
| 3M | -1.1% | -21.2% | +20.1% | +0.3% |
| 6M | -13.5% | -21.1% | +7.6% | -12.4% |
| YTD | -1.2% | -17.2% | +16.0% | -0.3% |
| 1Y | -1.6% | -30.7% | +29.2% | 0.0% |
| 3Y | -12.5% | -3.4% | -9.2% | -14.9% |
| All | +4.7% | +25.5% | -20.8% | -4.0% |
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