+131.8%
DUK vs PCG
-76.0%
+207.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.3% |
| 7D | -0.1% | +6.5% | -6.6% | -0.7% |
| 30D | +0.2% | -16.7% | +17.0% | +1.6% |
| 3M | -1.9% | -14.2% | +12.3% | -0.8% |
| 6M | -6.5% | -21.5% | +14.9% | -4.7% |
| YTD | +5.4% | -11.2% | +16.6% | +6.2% |
| 1Y | +3.6% | -4.2% | +7.8% | +3.6% |
| 3Y | +48.1% | -14.9% | +63.0% | +49.4% |
| 5Y | +39.6% | +54.2% | -14.7% | +34.2% |
| 10Y | +131.8% | -75.3% | +207.2% | +142.1% |
| All | +131.8% | -76.0% | +207.9% | +142.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling