+53.9%
DUK vs PCOR
-8.1%
+61.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | -1.1% | +2.2% | -3.3% | -1.1% |
| 30D | +8.8% | +37.4% | -28.6% | +8.9% |
| 3M | +5.0% | +33.2% | -28.2% | +5.1% |
| 6M | +4.6% | +60.6% | -56.0% | +4.8% |
| YTD | +12.6% | +6.2% | +6.4% | +12.7% |
| 1Y | +7.4% | -1.1% | +8.5% | +7.6% |
| 3Y | +63.1% | +48.4% | +14.7% | +61.5% |
| 5Y | +54.6% | -13.1% | +67.7% | +50.6% |
| All | +53.9% | -8.1% | +61.9% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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