+120.5%
DUK vs PENG
+735.0%
-614.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.9% | -0.2% |
| 7D | -1.1% | +34.6% | -35.8% | -1.7% |
| 30D | +8.8% | -35.9% | +44.7% | +9.6% |
| 3M | +5.0% | -14.7% | +19.7% | +5.0% |
| 6M | +4.6% | +13.5% | -8.9% | +3.1% |
| YTD | +12.6% | +156.1% | -143.6% | +7.9% |
| 1Y | +7.4% | +141.3% | -133.9% | +3.2% |
| 3Y | +63.1% | +223.4% | -160.3% | +51.8% |
| 5Y | +54.6% | +67.4% | -12.8% | +45.3% |
| All | +120.5% | +735.0% | -614.5% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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