+2,523.6%
DUK vs PPG
+2,583.7%
-60.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -0.7% | -6.2% | +5.6% | +0.9% |
| 30D | -2.4% | -7.9% | +5.5% | -0.4% |
| 3M | -3.0% | -10.2% | +7.2% | -0.6% |
| 6M | -6.6% | +2.7% | -9.2% | -7.9% |
| YTD | +4.6% | +4.9% | -0.3% | +2.1% |
| 1Y | +1.2% | -3.2% | +4.4% | +0.7% |
| 3Y | +45.7% | -17.0% | +62.7% | +48.6% |
| 5Y | +40.3% | -23.3% | +63.6% | +43.3% |
| 10Y | +129.9% | +26.4% | +103.5% | +98.3% |
| All | +2,523.6% | +2,583.7% | -60.1% | +935.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling