+32.8%
PFE vs DUK
+129.4%
-96.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.2% |
| 7D | -2.6% | -0.7% | -1.9% | -2.3% |
| 30D | +5.4% | -2.4% | +7.8% | +6.4% |
| 3M | +7.8% | -3.0% | +10.8% | +8.9% |
| 6M | +5.0% | -6.6% | +11.6% | +7.6% |
| YTD | +17.1% | +4.6% | +12.5% | +14.4% |
| 1Y | +19.3% | +1.2% | +18.1% | +18.0% |
| 3Y | -0.9% | +45.7% | -46.6% | -16.8% |
| 5Y | -20.8% | +40.3% | -61.1% | -32.8% |
| All | +32.8% | +129.4% | -96.6% | -1.9% |
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 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