+67.6%
DUK vs PENG
+209.7%
-142.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.8% | +1.0% |
| 7D | +1.9% | +13.2% | -11.3% | +2.6% |
| 30D | +8.9% | -29.9% | +38.8% | +7.7% |
| 3M | +5.6% | -22.2% | +27.8% | +5.1% |
| 6M | +7.0% | -1.9% | +8.9% | +8.4% |
| YTD | +14.0% | +142.1% | -128.1% | +20.6% |
| 1Y | +9.1% | +151.5% | -142.4% | +15.6% |
| 3Y | +67.6% | +206.9% | -139.4% | +76.1% |
| All | +67.6% | +209.7% | -142.2% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling