+126.0%
DUK vs PSX
+386.4%
-260.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -0.7% | +1.7% | -2.4% | -0.9% |
| 30D | -2.4% | +15.6% | -18.1% | -4.3% |
| 3M | -3.0% | +46.5% | -49.5% | -7.9% |
| 6M | -6.6% | +55.0% | -61.6% | -12.1% |
| YTD | +4.6% | +105.3% | -100.7% | -5.5% |
| 1Y | +1.2% | +101.6% | -100.4% | -8.4% |
| 3Y | +45.7% | +134.1% | -88.5% | +26.8% |
| 5Y | +40.3% | +368.7% | -328.4% | +5.7% |
| All | +126.0% | +386.4% | -260.4% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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