+39.6%
DUK vs PPL
+39.3%
+0.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +0.7% | +1.8% | -1.1% | -0.6% |
| 30D | -2.0% | -1.1% | -1.0% | -1.3% |
| 3M | +0.2% | 0.0% | +0.2% | +0.1% |
| 6M | -6.9% | -7.6% | +0.7% | -1.7% |
| YTD | +6.1% | +1.7% | +4.4% | +4.2% |
| 1Y | +4.4% | +1.5% | +2.9% | +2.6% |
| 3Y | +49.1% | +55.3% | -6.1% | +6.2% |
| 5Y | +39.6% | +37.7% | +1.9% | +10.1% |
| All | +39.6% | +39.3% | +0.3% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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