+165.5%
PG vs DECK
+730.5%
-565.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +0.5% |
| 7D | +0.6% | -3.7% | +4.2% | +0.8% |
| 30D | +10.5% | +0.6% | +9.9% | +10.4% |
| 3M | +17.4% | -7.3% | +24.7% | +17.9% |
| 6M | +18.4% | -10.9% | +29.3% | +19.2% |
| YTD | +20.7% | -18.5% | +39.1% | +21.9% |
| 1Y | +16.8% | +0.2% | +16.7% | +16.6% |
| 3Y | +20.1% | -19.8% | +40.0% | +18.8% |
| 5Y | +30.4% | +18.7% | +11.7% | +23.4% |
| All | +165.5% | +730.5% | -565.0% | +119.8% |
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