+159.2%
DUK vs PAAS
+207.5%
-48.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.1% |
| 7D | -1.1% | -7.0% | +5.9% | -0.7% |
| 30D | +8.8% | -15.3% | +24.1% | +9.9% |
| 3M | +5.0% | -27.7% | +32.8% | +7.2% |
| 6M | +4.6% | -40.5% | +45.1% | +8.0% |
| YTD | +12.6% | -26.5% | +39.1% | +13.6% |
| 1Y | +7.4% | -0.8% | +8.2% | +5.5% |
| 3Y | +63.1% | +196.9% | -133.9% | +42.4% |
| 5Y | +54.6% | +49.2% | +5.4% | +40.7% |
| All | +159.2% | +207.5% | -48.3% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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