+899.1%
PM vs DECK
+1,506.9%
-607.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.0% | -4.4% | +1.0% |
| 7D | +4.3% | +10.4% | -6.1% | +3.2% |
| 30D | +11.5% | +11.1% | +0.4% | +10.2% |
| 3M | +13.0% | -10.8% | +23.8% | +14.2% |
| 6M | +25.9% | -8.7% | +34.7% | +26.6% |
| YTD | +34.0% | -14.0% | +48.0% | +35.1% |
| 1Y | +46.9% | +12.0% | +34.9% | +44.0% |
| 3Y | +158.9% | -10.5% | +169.3% | +150.6% |
| 5Y | +181.3% | +28.5% | +152.8% | +155.3% |
| 10Y | +258.7% | +923.3% | -664.6% | +144.2% |
| All | +899.1% | +1,506.9% | -607.8% | +449.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling