+30.2%
PG vs DECK
+25.8%
+4.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | +4.1% | +6.0% | -2.0% | +3.7% |
| 30D | +13.3% | +7.4% | +5.9% | +12.9% |
| 3M | +14.6% | -11.7% | +26.2% | +15.2% |
| 6M | +17.0% | -11.0% | +27.9% | +17.5% |
| YTD | +20.0% | -15.4% | +35.4% | +20.7% |
| 1Y | +17.9% | +7.2% | +10.7% | +17.9% |
| 3Y | +20.5% | -11.8% | +32.4% | +19.1% |
| 5Y | +30.2% | +24.3% | +5.8% | +20.2% |
| All | +30.2% | +25.8% | +4.4% | +20.2% |
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