+2,541.1%
DUK vs PTC
+6,346.6%
-3,805.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.1% | -0.6% |
| 7D | 0.0% | -10.3% | +10.2% | +0.7% |
| 30D | -1.7% | +1.1% | -2.8% | -1.8% |
| 3M | -0.4% | +1.6% | -2.1% | -0.7% |
| 6M | -7.2% | -13.5% | +6.2% | -6.7% |
| YTD | +5.3% | -19.1% | +24.3% | +6.3% |
| 1Y | +3.0% | -33.9% | +36.8% | +5.3% |
| 3Y | +53.1% | -3.9% | +57.0% | +51.9% |
| 5Y | +37.9% | +6.0% | +31.9% | +35.2% |
| 10Y | +124.8% | +223.7% | -98.9% | +101.8% |
| All | +2,541.1% | +6,346.6% | -3,805.5% | +1,639.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling