+3,159.9%
PEP vs DUK
+2,553.0%
+607.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +0.2% | -1.7% | +1.9% | +0.8% |
| 3M | -1.1% | -0.4% | -0.7% | -1.0% |
| 6M | -13.5% | -7.2% | -6.2% | -11.2% |
| YTD | -1.2% | +5.3% | -6.4% | -3.0% |
| 1Y | -1.6% | +3.0% | -4.5% | -2.7% |
| 3Y | -12.5% | +53.1% | -65.6% | -25.1% |
| 5Y | +3.0% | +37.9% | -34.9% | -8.9% |
| 10Y | +73.9% | +124.8% | -50.9% | +31.0% |
| All | +3,159.9% | +2,553.0% | +607.0% | +653.9% |
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