+45.7%
DUK vs PTC
-9.2%
+54.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | +0.1% |
| 7D | -0.7% | -7.3% | +6.6% | -0.7% |
| 30D | -2.4% | -11.6% | +9.2% | -2.6% |
| 3M | -3.0% | +10.5% | -13.5% | -2.9% |
| 6M | -6.6% | -17.8% | +11.3% | -6.6% |
| YTD | +4.6% | -24.9% | +29.5% | +4.5% |
| 1Y | +1.2% | -36.8% | +38.1% | +1.3% |
| 3Y | +45.7% | -8.7% | +54.4% | +39.8% |
| All | +45.7% | -9.2% | +54.9% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling