+145.3%
PSX vs DECK
-11.0%
+156.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.0% | -10.5% | -5.1% |
| 7D | -5.2% | +10.4% | -15.5% | -6.1% |
| 30D | -3.7% | +11.1% | -14.8% | -4.8% |
| 3M | +26.8% | -10.8% | +37.5% | +28.1% |
| 6M | +47.3% | -8.7% | +56.1% | +47.7% |
| YTD | +105.4% | -14.0% | +119.5% | +105.9% |
| 1Y | +96.9% | +12.0% | +84.9% | +88.5% |
| All | +145.3% | -11.0% | +156.3% | +147.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling