+39.6%
DUK vs PCG
+55.2%
-15.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.4% |
| YTD | +5.4% | -11.2% | +16.6% | +7.3% |
| 1Y | +3.6% | -4.2% | +7.8% | +2.9% |
| 3Y | +48.1% | -14.9% | +63.0% | +50.6% |
| 5Y | +39.6% | +54.2% | -14.7% | +30.3% |
| All | +39.6% | +55.2% | -15.7% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling