+144.7%
DUK vs PR
+152.6%
-7.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -1.7% |
| 7D | +0.3% | -16.4% | +16.7% | +0.1% |
| 30D | +10.6% | -1.9% | +12.5% | +10.6% |
| 3M | +4.0% | +8.0% | -3.9% | +4.1% |
| 6M | +3.6% | +4.1% | -0.5% | +3.6% |
| YTD | +11.9% | +58.7% | -46.8% | +12.5% |
| 1Y | +6.7% | +75.8% | -69.2% | +7.3% |
| 3Y | +59.4% | +73.2% | -13.7% | +60.6% |
| 5Y | +52.4% | +230.1% | -177.8% | +55.3% |
| 10Y | +148.2% | +67.4% | +80.8% | +165.1% |
| All | +144.7% | +152.6% | -7.9% | +148.7% |
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 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