+41.5%
DUK vs PINS
-67.1%
+108.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.2% | +8.6% | -0.8% |
| 7D | -0.1% | -13.9% | +13.7% | -0.3% |
| 30D | +0.2% | -25.0% | +25.2% | -0.2% |
| 3M | -1.9% | -16.6% | +14.7% | -2.1% |
| 6M | -6.5% | -7.0% | +0.5% | -6.5% |
| YTD | +5.4% | -29.4% | +34.8% | +5.3% |
| 1Y | +3.6% | -49.9% | +53.5% | +3.3% |
| 3Y | +48.1% | -33.6% | +81.8% | +47.2% |
| All | +41.5% | -67.1% | +108.6% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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