+39.6%
DUK vs PCOR
-43.2%
+82.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +0.8% |
| 7D | +0.7% | -6.9% | +7.6% | +0.7% |
| 30D | -2.0% | -1.5% | -0.5% | -2.0% |
| 3M | +0.2% | +18.5% | -18.3% | +0.2% |
| 6M | -6.9% | -4.7% | -2.2% | -6.9% |
| YTD | +6.1% | -22.8% | +28.9% | +6.2% |
| 1Y | +4.4% | -20.7% | +25.2% | +4.5% |
| 3Y | +49.1% | -14.6% | +63.7% | +48.1% |
| 5Y | +39.6% | -40.7% | +80.3% | +36.3% |
| All | +39.6% | -43.2% | +82.7% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling