+55.5%
DUK vs PH
+203.8%
-148.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.9% | +4.3% | -2.4% | +1.7% |
| 30D | +8.9% | +0.1% | +8.7% | +8.8% |
| 3M | +5.6% | -9.4% | +14.9% | +6.2% |
| 6M | +7.0% | +8.8% | -1.8% | +6.2% |
| YTD | +14.0% | +9.6% | +4.4% | +13.0% |
| 1Y | +9.1% | +14.4% | -5.4% | +7.7% |
| 3Y | +67.6% | +134.5% | -67.0% | +49.0% |
| All | +55.5% | +203.8% | -148.3% | +26.5% |
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