+45.7%
DUK vs PFGC
+58.8%
-13.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | -0.7% | -4.8% | +4.1% | -0.3% |
| 30D | -2.4% | -12.5% | +10.1% | -1.6% |
| 3M | -3.0% | -9.7% | +6.7% | -2.3% |
| 6M | -6.6% | +7.0% | -13.6% | -6.9% |
| YTD | +4.6% | +4.5% | +0.1% | +4.2% |
| 1Y | +1.2% | -11.6% | +12.8% | +1.9% |
| 3Y | +45.7% | +58.5% | -12.8% | +32.7% |
| All | +45.7% | +58.8% | -13.2% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling