+20.4%
PFE vs DUK
+2.6%
+17.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -4.0% | -1.7% | -2.4% | -3.8% |
| 30D | +3.9% | -2.2% | +6.1% | +4.2% |
| 3M | +9.9% | -3.7% | +13.6% | +10.7% |
| 6M | +5.3% | -6.3% | +11.6% | +6.2% |
| YTD | +16.8% | +4.5% | +12.3% | +16.4% |
| 1Y | +20.4% | +1.8% | +18.6% | +21.2% |
| All | +20.4% | +2.6% | +17.8% | +21.2% |
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