+1,259.8%
DUK vs PAAS
+1,235.6%
+24.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.9% |
| 7D | 0.0% | -2.9% | +2.9% | +0.1% |
| 30D | -1.7% | +6.8% | -8.5% | -2.0% |
| 3M | -0.4% | -2.9% | +2.4% | -0.5% |
| 6M | -7.2% | -16.4% | +9.2% | -6.9% |
| YTD | +5.3% | 0.0% | +5.2% | +4.6% |
| 1Y | +3.0% | +54.3% | -51.4% | +0.1% |
| 3Y | +53.1% | +230.7% | -177.6% | +42.4% |
| 5Y | +37.9% | +111.6% | -73.7% | +29.8% |
| 10Y | +124.8% | +211.7% | -86.9% | +103.6% |
| All | +1,259.8% | +1,235.6% | +24.2% | +1,097.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling