+35.8%
PFE vs DECK
+718.3%
-682.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.4% |
| 7D | +1.8% | -2.2% | +4.0% | +2.0% |
| 30D | +10.2% | -13.6% | +23.8% | +11.7% |
| 3M | +12.7% | -21.2% | +33.9% | +15.0% |
| 6M | +10.5% | -21.1% | +31.6% | +12.6% |
| YTD | +20.2% | -17.2% | +37.4% | +21.7% |
| 1Y | +24.1% | -30.7% | +54.8% | +27.2% |
| 3Y | -3.6% | -3.4% | -0.2% | -6.0% |
| 5Y | -20.9% | +25.5% | -46.4% | -26.2% |
| All | +35.8% | +718.3% | -682.4% | +5.9% |
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 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