+50.0%
DUK vs PL
+75.7%
-25.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.7% |
| 7D | -0.1% | -13.9% | +13.7% | -0.1% |
| 30D | +0.2% | -25.5% | +25.7% | +0.3% |
| 3M | -1.9% | -44.8% | +42.9% | -1.8% |
| 6M | -6.5% | -33.3% | +26.8% | -6.6% |
| YTD | +5.4% | -12.7% | +18.1% | +5.1% |
| 1Y | +3.6% | +90.9% | -87.4% | +2.6% |
| 3Y | +48.1% | +528.5% | -480.3% | +42.6% |
| 5Y | +39.6% | +72.7% | -33.2% | +39.4% |
| All | +50.0% | +75.7% | -25.7% | +50.3% |
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