+349.0%
PSX vs DECK
+885.7%
-536.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.5% | -3.3% | -4.5% |
| 7D | -9.7% | +6.0% | -15.7% | -10.9% |
| 30D | -8.4% | +7.4% | -15.9% | -10.0% |
| 3M | +22.6% | -11.7% | +34.3% | +25.2% |
| 6M | +38.8% | -11.0% | +49.7% | +40.4% |
| YTD | +95.5% | -15.4% | +110.8% | +97.4% |
| 1Y | +87.1% | +7.2% | +79.9% | +78.4% |
| 3Y | +133.5% | -11.8% | +145.4% | +119.0% |
| 5Y | +280.9% | +24.3% | +256.5% | +215.8% |
| All | +349.0% | +885.7% | -536.7% | +126.6% |
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