+119.1%
DUK vs PENG
+597.2%
-478.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +12.4% | -14.2% | -2.0% |
| 7D | +0.3% | -19.4% | +19.8% | +0.6% |
| 30D | +10.6% | -42.4% | +53.0% | +11.6% |
| 3M | +4.0% | -25.6% | +29.7% | +4.2% |
| 6M | +3.6% | +7.3% | -3.7% | +2.0% |
| YTD | +11.9% | +113.9% | -102.0% | +7.6% |
| 1Y | +6.7% | +93.6% | -86.9% | +2.9% |
| 3Y | +59.4% | +170.2% | -110.8% | +48.8% |
| 5Y | +52.4% | +44.2% | +8.2% | +43.4% |
| All | +119.1% | +597.2% | -478.0% | +90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling