+2,563.5%
DUK vs PH
+25,009.0%
-22,445.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +0.7% | +0.4% | +0.3% | +0.6% |
| 30D | -2.0% | -10.8% | +8.8% | +0.1% |
| 3M | +0.2% | +8.5% | -8.2% | -1.5% |
| 6M | -6.9% | +3.9% | -10.8% | -8.0% |
| YTD | +6.1% | +9.4% | -3.3% | +3.8% |
| 1Y | +4.4% | +26.8% | -22.4% | -0.9% |
| 3Y | +49.1% | +140.8% | -91.7% | +22.2% |
| 5Y | +39.6% | +253.8% | -214.2% | +4.2% |
| 10Y | +125.1% | +792.3% | -667.2% | +34.0% |
| All | +2,563.5% | +25,009.0% | -22,445.5% | +778.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling