+40.9%
DUK vs PPG
-24.1%
+65.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -0.7% | -6.2% | +5.6% | +0.2% |
| 30D | -2.4% | -7.9% | +5.5% | -1.3% |
| 3M | -3.0% | -10.2% | +7.2% | -1.6% |
| 6M | -6.6% | +2.7% | -9.2% | -7.3% |
| YTD | +4.6% | +4.9% | -0.3% | +3.0% |
| 1Y | +1.2% | -3.2% | +4.4% | +1.0% |
| 3Y | +45.7% | -17.0% | +62.7% | +49.0% |
| All | +40.9% | -24.1% | +65.0% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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