+41.5%
DUK vs PWR
+447.7%
-406.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.6% |
| 7D | -0.1% | +2.7% | -2.8% | -0.2% |
| 30D | +0.2% | -5.1% | +5.4% | +0.4% |
| 3M | -1.9% | -9.4% | +7.5% | -1.6% |
| 6M | -6.5% | +10.4% | -16.9% | -7.2% |
| YTD | +5.4% | +48.6% | -43.2% | +3.2% |
| 1Y | +3.6% | +68.0% | -64.5% | +0.5% |
| 3Y | +48.1% | +204.7% | -156.6% | +33.0% |
| All | +41.5% | +447.7% | -406.2% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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