+63.3%
PYPL vs DUK
+185.2%
-121.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.2% |
| 7D | +0.1% | +1.9% | -1.9% | -0.6% |
| 30D | +5.7% | +8.9% | -3.2% | +2.7% |
| 3M | -1.9% | +5.6% | -7.5% | -3.7% |
| 6M | +31.8% | +7.0% | +24.8% | +28.6% |
| YTD | +2.4% | +14.0% | -11.6% | -2.7% |
| 1Y | -8.2% | +9.1% | -17.3% | -11.5% |
| 3Y | +10.2% | +67.6% | -57.4% | -11.2% |
| 5Y | -71.2% | +56.6% | -127.8% | -76.5% |
| 10Y | +49.6% | +159.8% | -110.2% | +0.3% |
| All | +63.3% | +185.2% | -121.9% | +2.3% |
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