+2,773.8%
PG vs DECK
+7,999.1%
-5,225.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | +4.1% | +6.0% | -2.0% | +3.8% |
| 30D | +13.3% | +7.4% | +5.9% | +13.0% |
| 3M | +14.6% | -11.7% | +26.2% | +15.1% |
| 6M | +17.0% | -11.0% | +27.9% | +17.4% |
| YTD | +20.0% | -15.4% | +35.4% | +20.5% |
| 1Y | +17.9% | +7.2% | +10.7% | +17.4% |
| 3Y | +20.5% | -11.8% | +32.4% | +19.8% |
| 5Y | +30.2% | +24.3% | +5.8% | +26.8% |
| 10Y | +157.6% | +907.5% | -749.9% | +129.8% |
| All | +2,773.8% | +7,999.1% | -5,225.3% | +2,224.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling