+126.0%
DUK vs PNR
+66.2%
+59.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -0.7% | -6.0% | +5.4% | +0.6% |
| 30D | -2.4% | -14.0% | +11.5% | +0.6% |
| 3M | -3.0% | -21.7% | +18.7% | +1.6% |
| 6M | -6.6% | -37.3% | +30.7% | +2.3% |
| YTD | +4.6% | -45.1% | +49.7% | +17.4% |
| 1Y | +1.2% | -49.1% | +50.4% | +15.5% |
| 3Y | +45.7% | -14.8% | +60.5% | +43.3% |
| 5Y | +40.3% | -21.0% | +61.3% | +38.0% |
| All | +126.0% | +66.2% | +59.9% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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