+806.9%
PH vs DECK
+718.3%
+88.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.7% |
| 7D | -3.1% | -2.2% | -0.8% | -2.3% |
| 30D | -3.2% | -13.6% | +10.3% | +1.3% |
| 3M | +10.6% | -21.2% | +31.8% | +18.7% |
| 6M | -2.1% | -21.1% | +19.0% | +4.6% |
| YTD | +10.2% | -17.2% | +27.4% | +14.6% |
| 1Y | +28.2% | -30.7% | +59.0% | +40.2% |
| 3Y | +134.9% | -3.4% | +138.2% | +108.8% |
| 5Y | +253.6% | +25.5% | +228.1% | +172.0% |
| All | +806.9% | +718.3% | +88.6% | +293.2% |
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 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