+16.2%
PH vs DECK
+10.4%
+5.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.7% |
| 7D | -3.9% | +6.0% | -9.9% | -4.8% |
| 30D | -9.4% | +7.4% | -16.8% | -10.4% |
| 3M | -10.3% | -11.7% | +1.3% | -8.9% |
| 6M | +2.7% | -11.0% | +13.6% | +3.5% |
| YTD | +2.1% | -15.4% | +17.5% | +4.1% |
| 1Y | +16.2% | +7.2% | +9.0% | +17.4% |
| All | +16.2% | +10.4% | +5.8% | +17.4% |
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