+60.2%
DUK vs PL
+41.8%
+18.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | -0.1% |
| 7D | -1.1% | +22.3% | -23.4% | -1.1% |
| 30D | +8.8% | -8.3% | +17.1% | +8.8% |
| 3M | +5.0% | -43.3% | +48.3% | +5.1% |
| 6M | +4.6% | -65.8% | +70.4% | +4.7% |
| YTD | +12.6% | -29.5% | +42.1% | +12.3% |
| 1Y | +7.4% | +11.7% | -4.3% | +6.8% |
| 3Y | +63.1% | +540.6% | -477.5% | +56.5% |
| 5Y | +54.6% | +32.9% | +21.7% | +52.6% |
| All | +60.2% | +41.8% | +18.3% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling