+346.6%
PSX vs DECK
+874.1%
-527.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.3% |
| 7D | -13.1% | +5.8% | -18.9% | -14.2% |
| 30D | -9.5% | +7.9% | -17.4% | -11.1% |
| 3M | +20.2% | -11.4% | +31.6% | +22.7% |
| 6M | +44.9% | -16.6% | +61.5% | +48.8% |
| YTD | +94.4% | -16.4% | +110.8% | +96.8% |
| 1Y | +83.1% | +8.6% | +74.4% | +74.0% |
| 3Y | +132.2% | -15.1% | +147.3% | +119.8% |
| 5Y | +278.8% | +22.9% | +256.0% | +214.8% |
| All | +346.6% | +874.1% | -527.5% | +125.9% |
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