-71.8%
PYPL vs DUK
+56.0%
-127.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.4% |
| 7D | +0.1% | +1.9% | -1.9% | -0.3% |
| 30D | +5.7% | +8.9% | -3.2% | +4.0% |
| 3M | -1.9% | +5.6% | -7.5% | -2.9% |
| 6M | +31.8% | +7.0% | +24.8% | +30.0% |
| YTD | +2.4% | +14.0% | -11.6% | -0.5% |
| 1Y | -8.2% | +9.1% | -17.3% | -10.0% |
| 3Y | +10.2% | +67.6% | -57.4% | -7.1% |
| All | -71.8% | +56.0% | -127.8% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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