+162.6%
DUK vs PTC
+312.5%
-149.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +1.9% | +0.5% | +1.5% | +1.9% |
| 30D | +8.9% | +1.2% | +7.7% | +8.8% |
| 3M | +5.6% | +27.4% | -21.8% | +3.1% |
| 6M | +7.0% | +39.2% | -32.2% | +3.3% |
| YTD | +14.0% | +12.5% | +1.5% | +12.3% |
| 1Y | +9.1% | +12.3% | -3.2% | +7.4% |
| 3Y | +67.6% | +28.8% | +38.7% | +60.6% |
| 5Y | +56.6% | +60.9% | -4.3% | +44.5% |
| All | +162.6% | +312.5% | -149.9% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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