+168.3%
PG vs DECK
+753.0%
-584.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.7% | +0.9% |
| 7D | +2.7% | +0.1% | +2.5% | +2.6% |
| 30D | +9.2% | +4.8% | +4.4% | +8.8% |
| 3M | +18.5% | -6.9% | +25.4% | +19.0% |
| 6M | +21.1% | -7.6% | +28.6% | +21.6% |
| YTD | +21.9% | -16.3% | +38.2% | +23.0% |
| 1Y | +18.1% | +4.5% | +13.6% | +17.5% |
| 3Y | +20.6% | -17.1% | +37.7% | +19.0% |
| 5Y | +31.8% | +21.9% | +9.9% | +24.5% |
| All | +168.3% | +753.0% | -584.7% | +121.7% |
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