+2,303.8%
PNC vs DECK
+7,820.9%
-5,517.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | +1.4% | -2.2% | +3.6% | +1.7% |
| 30D | -3.8% | -13.6% | +9.8% | -2.1% |
| 3M | +9.0% | -21.2% | +30.3% | +12.1% |
| 6M | +16.6% | -21.1% | +37.7% | +19.7% |
| YTD | +20.4% | -17.2% | +37.7% | +22.4% |
| 1Y | +22.3% | -30.7% | +53.1% | +26.7% |
| 3Y | +124.5% | -3.4% | +127.9% | +118.3% |
| 5Y | +54.1% | +25.5% | +28.5% | +43.1% |
| 10Y | +276.3% | +714.7% | -438.4% | +178.5% |
| All | +2,303.8% | +7,820.9% | -5,517.2% | +1,281.3% |
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 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