+75.7%
PEP vs DUK
+129.3%
-53.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.5% |
| 7D | -1.4% | -1.7% | +0.3% | -0.4% |
| 30D | -0.2% | -2.2% | +2.0% | +1.1% |
| 3M | -4.3% | -3.7% | -0.6% | -2.3% |
| 6M | -13.2% | -6.3% | -6.9% | -10.0% |
| YTD | -1.9% | +4.5% | -6.4% | -4.5% |
| 1Y | -0.3% | +1.8% | -2.2% | -1.7% |
| 3Y | -13.6% | +46.8% | -60.4% | -32.0% |
| 5Y | +3.4% | +40.2% | -36.9% | -17.6% |
| All | +75.7% | +129.3% | -53.6% | +4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling