+119.6%
PM vs DECK
-3.0%
+122.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.5% | -1.9% |
| 7D | -4.9% | -2.2% | -2.7% | -4.9% |
| 30D | -3.4% | -13.6% | +10.2% | -3.6% |
| 3M | +5.2% | -21.2% | +26.4% | +4.8% |
| 6M | +3.7% | -21.1% | +24.8% | +3.4% |
| YTD | +15.8% | -17.2% | +33.0% | +15.6% |
| 1Y | +17.4% | -30.7% | +48.1% | +16.4% |
| All | +119.6% | -3.0% | +122.6% | +126.3% |
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