+39.6%
DUK vs PAAS
+122.5%
-82.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -0.9% |
| 7D | -0.1% | +2.6% | -2.7% | -0.3% |
| 30D | +0.2% | +2.5% | -2.2% | 0.0% |
| 3M | -1.9% | +15.1% | -17.0% | -3.0% |
| 6M | -6.5% | -12.1% | +5.5% | -6.1% |
| YTD | +5.4% | +3.1% | +2.4% | +4.1% |
| 1Y | +3.6% | +50.8% | -47.3% | -1.5% |
| 3Y | +48.1% | +259.5% | -211.4% | +25.4% |
| 5Y | +39.6% | +126.3% | -86.7% | +20.2% |
| All | +39.6% | +122.5% | -82.9% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling