+464.6%
DUK vs PFG
+999.6%
-535.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.1% |
| 7D | +0.7% | +6.0% | -5.3% | -0.3% |
| 30D | -2.0% | +2.2% | -4.3% | -2.4% |
| 3M | +0.2% | +10.4% | -10.2% | -1.5% |
| 6M | -6.9% | +27.8% | -34.7% | -10.7% |
| YTD | +6.1% | +33.6% | -27.5% | +0.9% |
| 1Y | +4.4% | +49.3% | -44.9% | -2.6% |
| 3Y | +49.1% | +69.7% | -20.6% | +34.9% |
| 5Y | +39.6% | +111.3% | -71.8% | +20.5% |
| 10Y | +125.1% | +240.3% | -115.1% | +72.2% |
| All | +464.6% | +999.6% | -535.0% | +201.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling