+126.0%
DUK vs PFGC
+292.9%
-166.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | -0.7% | -4.8% | +4.1% | -0.2% |
| 30D | -2.4% | -12.5% | +10.1% | -1.2% |
| 3M | -3.0% | -9.7% | +6.7% | -2.1% |
| 6M | -6.6% | +7.0% | -13.6% | -7.3% |
| YTD | +4.6% | +4.5% | +0.1% | +3.8% |
| 1Y | +1.2% | -11.6% | +12.8% | +2.1% |
| 3Y | +45.7% | +58.5% | -12.8% | +37.6% |
| 5Y | +40.3% | +112.6% | -72.3% | +26.9% |
| All | +126.0% | +292.9% | -166.9% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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