+62.1%
PR vs DECK
+885.7%
-823.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.3% | -4.4% |
| 7D | -16.5% | +6.0% | -22.6% | -18.1% |
| 30D | -4.5% | +7.4% | -12.0% | -6.8% |
| 3M | +8.5% | -11.7% | +20.2% | +11.5% |
| 6M | -3.3% | -11.0% | +7.6% | -2.2% |
| YTD | +55.7% | -15.4% | +71.1% | +57.0% |
| 1Y | +82.0% | +7.2% | +74.8% | +69.5% |
| 3Y | +62.5% | -11.8% | +74.3% | +48.6% |
| 5Y | +223.9% | +24.3% | +199.6% | +152.2% |
| All | +62.1% | +885.7% | -823.6% | -15.4% |
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