+331.3%
DUK vs PSLV
+109.5%
+221.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | -0.7% | -3.5% | +2.8% | -0.5% |
| 30D | -2.4% | -2.1% | -0.3% | -2.4% |
| 3M | -3.0% | -1.6% | -1.4% | -3.0% |
| 6M | -6.6% | -25.5% | +18.9% | -5.1% |
| YTD | +4.6% | -11.4% | +16.0% | +3.7% |
| 1Y | +1.2% | +48.6% | -47.4% | -3.9% |
| 3Y | +45.7% | +166.9% | -121.2% | +30.6% |
| 5Y | +40.3% | +152.4% | -112.1% | +25.7% |
| 10Y | +129.9% | +187.8% | -57.9% | +99.6% |
| All | +331.3% | +109.5% | +221.8% | +253.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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