+67.6%
DUK vs PR
+95.8%
-28.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.3% |
| 7D | +1.9% | +6.0% | -4.0% | +2.1% |
| 30D | +8.9% | -4.2% | +13.1% | +8.8% |
| 3M | +5.6% | +10.0% | -4.4% | +5.7% |
| 6M | +7.0% | +15.6% | -8.6% | +7.2% |
| YTD | +14.0% | +68.2% | -54.1% | +15.4% |
| 1Y | +9.1% | +79.2% | -70.1% | +10.6% |
| 3Y | +67.6% | +94.9% | -27.3% | +65.7% |
| All | +67.6% | +95.8% | -28.2% | +65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling