+67.6%
DUK vs PCOR
+50.0%
+17.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | +1.9% | +3.0% | -1.1% | +2.0% |
| 30D | +8.9% | +38.7% | -29.8% | +10.1% |
| 3M | +5.6% | +24.9% | -19.3% | +6.3% |
| 6M | +7.0% | +68.8% | -61.8% | +9.1% |
| YTD | +14.0% | +6.7% | +7.3% | +14.4% |
| 1Y | +9.1% | +3.0% | +6.1% | +9.3% |
| 3Y | +67.6% | +48.6% | +19.0% | +63.7% |
| All | +67.6% | +50.0% | +17.6% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling