+69.5%
PR vs DECK
-30.4%
+99.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.5% |
| 7D | +2.9% | -2.2% | +5.1% | +2.8% |
| 30D | +18.0% | -13.6% | +31.6% | +17.1% |
| 3M | +16.9% | -21.2% | +38.1% | +15.7% |
| 6M | +28.2% | -21.1% | +49.3% | +27.9% |
| YTD | +69.3% | -17.2% | +86.6% | +67.4% |
| 1Y | +69.5% | -30.7% | +100.2% | +61.2% |
| All | +69.5% | -30.4% | +99.9% | +61.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling