+16.6%
PG vs DECK
+4.1%
+12.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | +0.2% | -0.8% | +1.0% | +0.3% |
| 30D | +10.2% | +4.9% | +5.3% | +9.2% |
| 3M | +16.2% | -5.8% | +22.1% | +17.2% |
| 6M | +18.6% | -8.6% | +27.2% | +20.2% |
| YTD | +20.4% | -14.7% | +35.1% | +23.0% |
| All | +16.6% | +4.1% | +12.5% | +15.3% |
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