+4.4%
PEP vs DUK
+8.9%
-4.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.4% |
| 7D | +2.9% | +1.9% | +1.0% | +1.7% |
| 30D | +12.5% | +8.9% | +3.6% | +7.2% |
| 3M | +4.5% | +5.6% | -1.0% | +1.2% |
| 6M | -0.5% | +7.0% | -7.5% | -4.4% |
| YTD | +4.4% | +14.0% | -9.6% | -1.9% |
| 1Y | +4.4% | +9.1% | -4.7% | -1.0% |
| All | +4.4% | +8.9% | -4.6% | -1.0% |
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