+3,269.6%
PEP vs DUK
+2,737.7%
+531.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | -0.3% | -1.1% | +0.8% | +0.1% |
| 30D | +11.8% | +8.8% | +3.0% | +8.5% |
| 3M | +3.7% | +5.0% | -1.4% | +1.9% |
| 6M | -4.3% | +4.6% | -8.9% | -5.8% |
| YTD | +2.1% | +12.6% | -10.4% | -2.1% |
| 1Y | +2.5% | +7.4% | -4.9% | -0.1% |
| 3Y | -5.0% | +63.1% | -68.1% | -20.4% |
| 5Y | +2.9% | +54.6% | -51.7% | -12.6% |
| 10Y | +87.9% | +156.5% | -68.5% | +35.7% |
| All | +3,269.6% | +2,737.7% | +531.9% | +661.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling