+1,498.9%
PEP vs DECK
+7,820.9%
-6,322.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -1.8% |
| 7D | -2.4% | -2.2% | -0.2% | -2.3% |
| 30D | -0.8% | -13.6% | +12.8% | -0.2% |
| 3M | -2.2% | -21.2% | +19.1% | -1.1% |
| 6M | -14.4% | -21.1% | +6.7% | -13.6% |
| YTD | -2.2% | -17.2% | +15.0% | -1.6% |
| 1Y | -2.6% | -30.7% | +28.2% | -1.3% |
| 3Y | -12.5% | -3.4% | -9.2% | -13.6% |
| 5Y | +3.0% | +25.5% | -22.5% | -0.1% |
| 10Y | +73.9% | +714.7% | -640.7% | +54.6% |
| All | +1,498.9% | +7,820.9% | -6,322.0% | +1,163.7% |
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