+19.0%
PG vs DECK
+9.7%
+9.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +1.0% |
| 7D | +2.9% | +6.4% | -3.5% | +1.7% |
| 30D | +12.0% | +9.1% | +2.9% | +10.2% |
| 3M | +16.2% | -7.2% | +23.4% | +17.4% |
| 6M | +16.6% | -9.9% | +26.5% | +18.3% |
| YTD | +20.9% | -12.8% | +33.6% | +23.0% |
| All | +19.0% | +9.7% | +9.4% | +14.7% |
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 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