+2,541.1%
DUK vs PCG
+103.4%
+2,437.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.4% |
| 7D | 0.0% | -13.9% | +13.8% | +2.2% |
| 30D | -1.7% | -16.9% | +15.2% | +1.1% |
| 3M | -0.4% | -14.7% | +14.3% | +1.9% |
| 6M | -7.2% | -23.8% | +16.6% | -3.1% |
| YTD | +5.3% | -10.5% | +15.8% | +6.6% |
| 1Y | +3.0% | -5.1% | +8.1% | +3.0% |
| 3Y | +53.1% | -11.6% | +64.7% | +54.1% |
| 5Y | +37.9% | +59.0% | -21.1% | +23.4% |
| 10Y | +124.8% | -75.7% | +200.6% | +136.2% |
| All | +2,541.1% | +103.4% | +2,437.8% | +1,076.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling