+156.9%
PG vs DECK
+938.4%
-781.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +1.5% |
| 7D | +2.9% | +6.4% | -3.5% | +2.5% |
| 30D | +12.0% | +9.1% | +2.9% | +11.3% |
| 3M | +16.2% | -7.2% | +23.4% | +16.7% |
| 6M | +16.6% | -9.9% | +26.5% | +17.2% |
| YTD | +20.9% | -12.8% | +33.6% | +21.6% |
| 1Y | +17.8% | +10.6% | +7.3% | +16.8% |
| 3Y | +21.2% | -13.8% | +35.0% | +19.3% |
| 5Y | +31.7% | +27.6% | +4.1% | +24.1% |
| 10Y | +156.9% | +887.0% | -730.1% | +114.7% |
| All | +156.9% | +938.4% | -781.5% | +114.7% |
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 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