+40.9%
DUK vs PNC
+51.4%
-10.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -0.7% | -0.6% | -0.1% | -0.6% |
| 30D | -2.4% | -4.4% | +1.9% | -1.9% |
| 3M | -3.0% | +5.2% | -8.2% | -3.7% |
| 6M | -6.6% | +20.6% | -27.2% | -8.9% |
| YTD | +4.6% | +19.8% | -15.2% | +1.8% |
| 1Y | +1.2% | +24.4% | -23.2% | -2.1% |
| 3Y | +45.7% | +131.2% | -85.6% | +24.8% |
| All | +40.9% | +51.4% | -10.4% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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