+1.2%
DUK vs PFG
+49.5%
-48.2%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | +0.1% |
| 7D | -0.7% | -0.4% | -0.2% | -0.7% |
| 30D | -2.4% | +2.9% | -5.3% | -2.4% |
| 3M | -3.0% | +6.7% | -9.7% | -2.8% |
| 6M | -6.6% | +33.8% | -40.3% | -4.6% |
| YTD | +4.6% | +35.0% | -30.4% | +6.6% |
| 1Y | +1.2% | +46.4% | -45.2% | +4.1% |
| All | +1.2% | +49.5% | -48.2% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling