+126.0%
DUK vs PFG
+251.1%
-125.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.2% |
| 7D | -0.7% | -0.4% | -0.2% | -0.6% |
| 30D | -2.4% | +2.9% | -5.3% | -3.1% |
| 3M | -3.0% | +6.7% | -9.7% | -4.5% |
| 6M | -6.6% | +33.8% | -40.3% | -12.4% |
| YTD | +4.6% | +35.0% | -30.4% | -2.3% |
| 1Y | +1.2% | +46.4% | -45.2% | -7.3% |
| 3Y | +45.7% | +71.7% | -26.0% | +26.8% |
| 5Y | +40.3% | +113.7% | -73.4% | +13.8% |
| All | +126.0% | +251.1% | -125.0% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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