+246.8%
PR vs DECK
+31.2%
+215.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.0% | -12.5% | -7.6% |
| 7D | -12.1% | +10.4% | -22.5% | -13.8% |
| 30D | +0.9% | +11.1% | -10.2% | -1.3% |
| 3M | +10.1% | -10.8% | +20.9% | +12.1% |
| 6M | +1.1% | -8.7% | +9.9% | +1.4% |
| YTD | +63.7% | -14.0% | +77.7% | +64.2% |
| 1Y | +87.0% | +12.0% | +75.0% | +74.7% |
| 3Y | +70.7% | -10.5% | +81.2% | +58.3% |
| 5Y | +246.8% | +28.5% | +218.3% | +233.1% |
| All | +246.8% | +31.2% | +215.6% | +233.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling