+40.2%
DUK vs PFGC
+105.5%
-65.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.8% |
| 7D | -1.7% | -4.8% | +3.2% | -1.3% |
| 30D | -2.2% | -17.2% | +15.0% | -0.8% |
| 3M | -3.7% | -6.3% | +2.6% | -3.2% |
| 6M | -6.3% | +8.8% | -15.2% | -7.0% |
| YTD | +4.5% | +4.9% | -0.4% | +3.9% |
| 1Y | +1.8% | -9.5% | +11.3% | +2.4% |
| 3Y | +46.8% | +59.6% | -12.8% | +39.4% |
| 5Y | +40.2% | +113.5% | -73.3% | +29.1% |
| All | +40.2% | +105.5% | -65.3% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling