+52.8%
DUK vs PL
+20.8%
+32.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.4% | -12.1% | -1.7% |
| 7D | +0.3% | -6.8% | +7.1% | +0.3% |
| 30D | +10.6% | -29.3% | +39.9% | +10.6% |
| 3M | +4.0% | -44.8% | +48.8% | +4.1% |
| 6M | +3.6% | -68.4% | +71.9% | +3.7% |
| YTD | +11.9% | -36.4% | +48.2% | +11.6% |
| 1Y | +6.7% | +0.7% | +5.9% | +6.0% |
| 3Y | +59.4% | +455.3% | -395.9% | +53.0% |
| All | +52.8% | +20.8% | +32.0% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling