+724.4%
PH vs DECK
+885.7%
-161.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.5% |
| 7D | -3.9% | +6.0% | -9.9% | -5.8% |
| 30D | -9.4% | +7.4% | -16.8% | -11.7% |
| 3M | -10.3% | -11.7% | +1.3% | -7.1% |
| 6M | +2.7% | -11.0% | +13.6% | +5.2% |
| YTD | +2.1% | -15.4% | +17.5% | +5.1% |
| 1Y | +16.2% | +7.2% | +9.0% | +9.9% |
| 3Y | +129.3% | -11.8% | +141.1% | +112.1% |
| 5Y | +191.7% | +24.3% | +167.4% | +125.9% |
| All | +724.4% | +885.7% | -161.3% | +241.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling