+12,138.8%
PGR vs DECK
+7,820.9%
+4,317.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.7% | -2.3% |
| 7D | +0.1% | -2.2% | +2.4% | +0.3% |
| 30D | +2.9% | -13.6% | +16.5% | +4.0% |
| 3M | +12.1% | -21.2% | +33.4% | +14.0% |
| 6M | +3.7% | -21.1% | +24.8% | +5.3% |
| YTD | +2.4% | -17.2% | +19.6% | +3.3% |
| 1Y | -6.4% | -30.7% | +24.4% | -4.4% |
| 3Y | +76.8% | -3.4% | +80.2% | +72.8% |
| 5Y | +154.3% | +25.5% | +128.8% | +140.8% |
| 10Y | +790.1% | +714.7% | +75.4% | +620.9% |
| All | +12,138.8% | +7,820.9% | +4,317.9% | +7,858.0% |
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