+3.7%
PEP vs DUK
+7.9%
-4.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.3% | +2.3% |
| 7D | +7.4% | +4.9% | +2.5% | +4.5% |
| 30D | +13.3% | +13.8% | -0.5% | +5.4% |
| 3M | +3.5% | +5.2% | -1.7% | +0.3% |
| 6M | -5.9% | +3.5% | -9.4% | -8.0% |
| YTD | +2.3% | +13.5% | -11.2% | -3.7% |
| 1Y | +3.7% | +8.3% | -4.6% | -0.3% |
| All | +3.7% | +7.9% | -4.2% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling