+51.4%
PYPL vs DUK
+163.2%
-111.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.1% | -2.7% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | -4.9% | -1.7% | -3.2% | -4.4% |
| 3M | +28.9% | -0.4% | +29.3% | +28.9% |
| 6M | +18.2% | -7.2% | +25.5% | +20.9% |
| YTD | -5.0% | +5.3% | -10.3% | -7.2% |
| 1Y | -18.8% | +3.0% | -21.8% | -20.3% |
| 3Y | -12.6% | +53.1% | -65.6% | -27.3% |
| 5Y | -80.8% | +37.9% | -118.7% | -83.6% |
| 10Y | +49.9% | +124.8% | -74.9% | +5.1% |
| All | +51.4% | +163.2% | -111.8% | -2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling