+126.0%
DUK vs PEG
+148.0%
-22.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | -0.7% | -0.9% | +0.2% | -0.1% |
| 30D | -2.4% | -3.7% | +1.3% | 0.0% |
| 3M | -3.0% | -7.3% | +4.3% | +2.0% |
| 6M | -6.6% | -10.5% | +3.9% | +0.4% |
| YTD | +4.6% | -7.5% | +12.1% | +9.7% |
| 1Y | +1.2% | -8.7% | +10.0% | +6.9% |
| 3Y | +45.7% | +31.4% | +14.3% | +15.0% |
| 5Y | +40.3% | +37.8% | +2.5% | +6.1% |
| All | +126.0% | +148.0% | -22.0% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling