+160.4%
PM vs DECK
-11.0%
+171.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.0% | -4.4% | +1.6% |
| 7D | +4.3% | +10.4% | -6.1% | +4.4% |
| 30D | +11.5% | +11.1% | +0.4% | +11.6% |
| 3M | +13.0% | -10.8% | +23.8% | +12.9% |
| 6M | +25.9% | -8.7% | +34.7% | +25.9% |
| YTD | +34.0% | -14.0% | +48.0% | +33.9% |
| 1Y | +46.9% | +12.0% | +34.9% | +48.2% |
| All | +160.4% | -11.0% | +171.4% | +148.5% |
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 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