+39.6%
DUK vs PTC
-0.9%
+40.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.5% |
| 7D | -0.1% | -13.6% | +13.5% | +0.5% |
| 30D | +0.2% | -14.7% | +14.9% | +0.9% |
| 3M | -1.9% | -5.9% | +4.0% | -1.8% |
| 6M | -6.5% | -21.1% | +14.6% | -5.5% |
| YTD | +5.4% | -26.0% | +31.5% | +6.9% |
| 1Y | +3.6% | -36.8% | +40.4% | +6.1% |
| 3Y | +48.1% | -10.3% | +58.4% | +45.5% |
| 5Y | +39.6% | +1.2% | +38.4% | +32.2% |
| All | +39.6% | -0.9% | +40.5% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling