+763.1%
PM vs DECK
+1,447.4%
-684.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.5% | -2.1% |
| 7D | -4.9% | -2.2% | -2.7% | -4.7% |
| 30D | -3.4% | -13.6% | +10.2% | -2.0% |
| 3M | +5.2% | -21.2% | +26.4% | +7.6% |
| 6M | +3.7% | -21.1% | +24.8% | +5.8% |
| YTD | +15.8% | -17.2% | +33.0% | +17.3% |
| 1Y | +17.4% | -30.7% | +48.1% | +20.6% |
| 3Y | +116.9% | -3.4% | +120.3% | +107.5% |
| 5Y | +117.3% | +25.5% | +91.8% | +97.4% |
| 10Y | +193.8% | +714.7% | -520.9% | +105.3% |
| All | +763.1% | +1,447.4% | -684.2% | +376.6% |
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