+16.5%
PG vs DECK
+6.6%
+9.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | +2.4% | +5.8% | -3.4% | +1.3% |
| 30D | +12.6% | +7.9% | +4.8% | +11.1% |
| 3M | +13.3% | -11.4% | +24.7% | +15.4% |
| 6M | +13.4% | -16.6% | +30.0% | +16.6% |
| YTD | +18.8% | -16.4% | +35.1% | +21.8% |
| 1Y | +16.5% | +8.6% | +7.8% | +12.0% |
| All | +16.5% | +6.6% | +9.8% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling