+46.9%
DUK vs PCG
-15.4%
+62.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | +0.4% |
| 7D | -0.1% | +6.5% | -6.6% | -1.8% |
| 30D | +0.2% | -16.7% | +17.0% | +4.2% |
| 3M | -1.9% | -14.2% | +12.3% | +1.0% |
| 6M | -6.5% | -21.5% | +14.9% | -1.3% |
| YTD | +5.4% | -11.2% | +16.6% | +7.2% |
| 1Y | +3.6% | -4.2% | +7.8% | +2.6% |
| All | +46.9% | -15.4% | +62.3% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling