+166.7%
PG vs DECK
+870.0%
-703.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +4.1% | +6.8% | -2.7% | +3.6% |
| 30D | +12.3% | +8.3% | +3.9% | +11.6% |
| 3M | +15.9% | -7.9% | +23.8% | +16.5% |
| 6M | +16.8% | -10.6% | +27.4% | +17.6% |
| YTD | +21.1% | -13.4% | +34.5% | +21.9% |
| 1Y | +19.3% | +12.5% | +6.8% | +18.1% |
| 3Y | +20.6% | -14.9% | +35.4% | +18.8% |
| 5Y | +30.7% | +27.5% | +3.2% | +23.0% |
| 10Y | +166.7% | +839.4% | -672.7% | +119.6% |
| All | +166.7% | +870.0% | -703.3% | +119.6% |
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