+160.5%
PR vs DECK
+831.3%
-670.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.0% | -12.5% | -8.1% |
| 7D | -12.1% | +10.4% | -22.5% | -14.6% |
| 30D | +0.9% | +11.1% | -10.2% | -2.3% |
| 3M | +10.1% | -10.8% | +20.9% | +12.7% |
| 6M | +1.1% | -8.7% | +9.9% | +1.5% |
| YTD | +63.7% | -14.0% | +77.7% | +64.3% |
| 1Y | +87.0% | +12.0% | +75.0% | +72.4% |
| 3Y | +70.7% | -10.5% | +81.2% | +56.6% |
| 5Y | +246.8% | +28.5% | +218.3% | +171.5% |
| 10Y | +72.6% | +923.3% | -850.7% | -8.5% |
| All | +160.5% | +831.3% | -670.8% | +36.8% |
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