-20.7%
PFE vs DECK
+25.5%
-46.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.4% |
| 7D | +1.8% | -2.2% | +4.0% | +1.9% |
| 30D | +10.2% | -13.6% | +23.8% | +11.3% |
| 3M | +12.7% | -21.2% | +33.9% | +14.4% |
| 6M | +10.5% | -21.1% | +31.6% | +12.1% |
| YTD | +20.2% | -17.2% | +37.4% | +21.4% |
| 1Y | +24.1% | -30.7% | +54.8% | +26.2% |
| 3Y | -3.6% | -3.4% | -0.2% | -3.9% |
| All | -20.7% | +25.5% | -46.3% | -27.2% |
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