+40.2%
DUK vs PH
+243.6%
-203.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | -1.7% | -3.1% | +1.5% | -1.5% |
| 30D | -2.2% | -11.8% | +9.5% | -1.4% |
| 3M | -3.7% | +6.9% | -10.6% | -4.2% |
| 6M | -6.3% | -1.3% | -5.1% | -6.4% |
| YTD | +4.5% | +7.0% | -2.4% | +3.8% |
| 1Y | +1.8% | +23.1% | -21.3% | 0.0% |
| 3Y | +46.8% | +135.4% | -88.6% | +30.9% |
| 5Y | +40.2% | +250.3% | -210.1% | +12.4% |
| All | +40.2% | +243.6% | -203.3% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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