+141.0%
PH vs DECK
-3.0%
+144.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.5% |
| 7D | -3.1% | -2.2% | -0.8% | -2.6% |
| 30D | -3.2% | -13.6% | +10.3% | -0.4% |
| 3M | +10.6% | -21.2% | +31.8% | +15.8% |
| 6M | -2.1% | -21.1% | +19.0% | +2.2% |
| YTD | +10.2% | -17.2% | +27.4% | +13.2% |
| 1Y | +28.2% | -30.7% | +59.0% | +36.7% |
| All | +141.0% | -3.0% | +144.0% | +147.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling