+45.7%
DUK vs PNR
-14.5%
+60.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -0.7% | -6.0% | +5.4% | -0.3% |
| 30D | -2.4% | -14.0% | +11.5% | -1.5% |
| 3M | -3.0% | -21.7% | +18.7% | -1.5% |
| 6M | -6.6% | -37.3% | +30.7% | -4.2% |
| YTD | +4.6% | -45.1% | +49.7% | +7.8% |
| 1Y | +1.2% | -49.1% | +50.4% | +4.9% |
| 3Y | +45.7% | -14.8% | +60.5% | +41.0% |
| All | +45.7% | -14.5% | +60.1% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling