+2,401.9%
PG vs DECK
+7,820.9%
-5,419.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | +1.9% | -2.2% | +4.1% | +1.9% |
| 30D | -0.2% | -13.6% | +13.3% | +0.3% |
| 3M | +4.8% | -21.2% | +26.0% | +5.7% |
| 6M | -6.1% | -21.1% | +15.0% | -5.3% |
| YTD | +4.5% | -17.2% | +21.7% | +5.1% |
| 1Y | -5.3% | -30.7% | +25.4% | -4.2% |
| 3Y | +2.6% | -3.4% | +5.9% | +1.5% |
| 5Y | +15.6% | +25.5% | -10.0% | +12.5% |
| 10Y | +118.0% | +714.7% | -596.6% | +95.9% |
| All | +2,401.9% | +7,820.9% | -5,419.0% | +1,926.2% |
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 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