+125.1%
DUK vs PR
+101.2%
+23.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.9% |
| 7D | +0.7% | -0.6% | +1.3% | +0.7% |
| 30D | -2.0% | +17.4% | -19.4% | -1.9% |
| 3M | +0.2% | +21.8% | -21.5% | +0.4% |
| 6M | -6.9% | +27.6% | -34.5% | -6.6% |
| YTD | +6.1% | +71.4% | -65.3% | +6.8% |
| 1Y | +4.4% | +78.3% | -73.9% | +5.1% |
| 3Y | +49.1% | +85.5% | -36.4% | +50.4% |
| 5Y | +39.6% | +422.7% | -383.1% | +43.4% |
| 10Y | +125.1% | +87.1% | +38.0% | +143.7% |
| All | +125.1% | +101.2% | +23.9% | +143.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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