+52.8%
DUK vs PCAR
+101.4%
-48.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.5% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +10.6% | -4.6% | +15.2% | +11.1% |
| 3M | +4.0% | -22.6% | +26.6% | +6.4% |
| 6M | +3.6% | -12.0% | +15.5% | +4.6% |
| YTD | +11.9% | -6.1% | +18.0% | +12.1% |
| 1Y | +6.7% | +6.3% | +0.3% | +5.5% |
| 3Y | +59.4% | +31.8% | +27.7% | +48.4% |
| All | +52.8% | +101.4% | -48.6% | +27.0% |
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