+556.3%
DUK vs PBR
+1,916.3%
-1,360.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.0% | -1.1% |
| 7D | -1.7% | +4.2% | -5.9% | -2.1% |
| 30D | -2.2% | +22.7% | -25.0% | -4.5% |
| 3M | -3.7% | +21.5% | -25.2% | -6.0% |
| 6M | -6.3% | +24.0% | -30.3% | -8.9% |
| YTD | +4.5% | +88.2% | -83.7% | -3.2% |
| 1Y | +1.8% | +74.8% | -73.0% | -5.0% |
| 3Y | +46.8% | +105.1% | -58.3% | +33.2% |
| 5Y | +40.2% | +572.2% | -532.0% | +8.2% |
| 10Y | +129.8% | +692.7% | -562.9% | +59.4% |
| All | +556.3% | +1,916.3% | -1,360.0% | +237.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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