-14.9%
PEP vs DUK
+48.4%
-63.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.9% |
| 7D | -1.7% | -0.1% | -1.6% | -1.6% |
| 30D | +0.3% | +0.2% | +0.1% | +0.1% |
| 3M | -3.2% | -1.9% | -1.4% | -2.4% |
| 6M | -13.6% | -6.5% | -7.1% | -10.8% |
| YTD | -1.9% | +5.4% | -7.3% | -4.3% |
| 1Y | -0.6% | +3.6% | -4.2% | -2.3% |
| All | -14.9% | +48.4% | -63.3% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling