+39.6%
DUK vs PCAR
+168.7%
-129.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.0% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | -2.0% | -7.7% | +5.7% | -1.4% |
| 3M | +0.2% | +3.7% | -3.5% | -0.2% |
| 6M | -6.9% | +2.3% | -9.2% | -7.2% |
| YTD | +6.1% | +12.8% | -6.7% | +4.7% |
| 1Y | +4.4% | +27.8% | -23.3% | +1.6% |
| 3Y | +49.1% | +61.8% | -12.7% | +36.2% |
| 5Y | +39.6% | +168.2% | -128.6% | +14.7% |
| All | +39.6% | +168.7% | -129.2% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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