+2,545.7%
DUK vs PEG
+2,889.2%
-343.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | +0.1% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | +0.2% | -1.7% | +2.0% | +1.3% |
| 3M | -1.9% | -6.8% | +4.9% | +2.3% |
| 6M | -6.5% | -11.4% | +4.8% | +0.3% |
| YTD | +5.4% | -7.2% | +12.7% | +10.0% |
| 1Y | +3.6% | -6.1% | +9.7% | +7.0% |
| 3Y | +48.1% | +31.8% | +16.4% | +22.2% |
| 5Y | +39.6% | +35.6% | +4.0% | +12.8% |
| 10Y | +131.8% | +148.7% | -16.9% | +29.6% |
| All | +2,545.7% | +2,889.2% | -343.4% | +227.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling