+107.3%
PR vs DECK
+718.3%
-611.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.0% |
| 7D | +2.9% | -2.2% | +5.1% | +3.5% |
| 30D | +18.0% | -13.6% | +31.6% | +22.6% |
| 3M | +16.9% | -21.2% | +38.1% | +23.8% |
| 6M | +28.2% | -21.1% | +49.3% | +34.0% |
| YTD | +69.3% | -17.2% | +86.6% | +72.7% |
| 1Y | +69.5% | -30.7% | +100.2% | +81.4% |
| 3Y | +81.7% | -3.4% | +85.0% | +60.4% |
| 5Y | +422.2% | +25.5% | +396.7% | +305.3% |
| All | +107.3% | +718.3% | -611.0% | +4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling