+13.5%
PGR vs DECK
+8.9%
+4.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.9% |
| 7D | +1.2% | +6.8% | -5.6% | +0.7% |
| 30D | +6.6% | +8.3% | -1.7% | +6.0% |
| 3M | +8.4% | -7.9% | +16.2% | +8.4% |
| 6M | +19.6% | -10.6% | +30.2% | +19.7% |
| YTD | +8.4% | -13.4% | +21.8% | +9.1% |
| 1Y | +13.5% | +12.5% | +1.0% | +16.2% |
| All | +13.5% | +8.9% | +4.6% | +16.2% |
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 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