+235.6%
PM vs DECK
+885.7%
-650.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -4.5% |
| 7D | -3.4% | +6.0% | -9.4% | -3.8% |
| 30D | +5.8% | +7.4% | -1.6% | +5.2% |
| 3M | +6.7% | -11.7% | +18.3% | +7.6% |
| 6M | +19.9% | -11.0% | +30.9% | +20.7% |
| YTD | +27.8% | -15.4% | +43.2% | +28.8% |
| 1Y | +39.4% | +7.2% | +32.1% | +37.7% |
| 3Y | +146.9% | -11.8% | +158.7% | +137.9% |
| 5Y | +166.6% | +24.3% | +142.3% | +141.3% |
| All | +235.6% | +885.7% | -650.1% | +162.5% |
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