+31.0%
PG vs DECK
+20.9%
+10.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.9% |
| 3M | +18.5% | -6.9% | +25.4% | +18.8% |
| 6M | +21.1% | -7.6% | +28.6% | +21.5% |
| YTD | +21.9% | -16.3% | +38.2% | +22.7% |
| 1Y | +18.1% | +4.5% | +13.6% | +18.1% |
| 3Y | +20.6% | -17.1% | +37.7% | +19.5% |
| All | +31.0% | +20.9% | +10.2% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling