+45.7%
DUK vs PSX
+133.1%
-87.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -0.7% | +1.7% | -2.4% | -0.7% |
| 30D | -2.4% | +15.6% | -18.1% | -2.7% |
| 3M | -3.0% | +46.5% | -49.5% | -3.8% |
| 6M | -6.6% | +55.0% | -61.6% | -7.5% |
| YTD | +4.6% | +105.3% | -100.7% | +3.0% |
| 1Y | +1.2% | +101.6% | -100.4% | -0.3% |
| 3Y | +45.7% | +134.1% | -88.5% | +39.6% |
| All | +45.7% | +133.1% | -87.4% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling