+130.2%
DUK vs PR
+169.5%
-39.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -1.0% |
| 7D | 0.0% | +2.9% | -2.9% | 0.0% |
| 30D | -1.7% | +18.0% | -19.7% | -1.5% |
| 3M | -0.4% | +16.9% | -17.3% | -0.3% |
| 6M | -7.2% | +28.2% | -35.5% | -7.0% |
| YTD | +5.3% | +69.3% | -64.1% | +5.9% |
| 1Y | +3.0% | +69.5% | -66.5% | +3.6% |
| 3Y | +53.1% | +81.7% | -28.6% | +54.3% |
| 5Y | +37.9% | +422.2% | -384.3% | +41.6% |
| 10Y | +124.8% | +110.4% | +14.5% | +137.1% |
| All | +130.2% | +169.5% | -39.3% | +134.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling