+49.7%
DUK vs PL
+84.9%
-35.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -1.0% |
| 7D | 0.0% | -9.3% | +9.3% | 0.0% |
| 30D | -1.7% | -18.9% | +17.3% | -1.7% |
| 3M | -0.4% | -58.4% | +57.9% | -0.3% |
| 6M | -7.2% | -30.3% | +23.1% | -7.3% |
| YTD | +5.3% | -8.1% | +13.4% | +5.0% |
| 1Y | +3.0% | +180.5% | -177.5% | +1.7% |
| 3Y | +53.1% | +444.1% | -391.1% | +47.9% |
| 5Y | +37.9% | +83.0% | -45.1% | +38.1% |
| All | +49.7% | +84.9% | -35.2% | +50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling