+150.6%
PG vs DECK
+874.1%
-723.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | +2.4% | +5.8% | -3.4% | +2.0% |
| 30D | +12.6% | +7.9% | +4.8% | +12.0% |
| 3M | +13.3% | -11.4% | +24.7% | +14.1% |
| 6M | +13.4% | -16.6% | +30.0% | +14.6% |
| YTD | +18.8% | -16.4% | +35.1% | +19.8% |
| 1Y | +16.5% | +8.6% | +7.8% | +15.7% |
| 3Y | +18.6% | -15.1% | +33.7% | +16.9% |
| 5Y | +28.8% | +22.9% | +6.0% | +21.7% |
| All | +150.6% | +874.1% | -723.5% | +110.4% |
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