+23.4%
PFE vs DUK
+63.5%
-40.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -3.0% | -0.6% | -2.3% | -2.8% |
| 30D | +5.2% | +9.4% | -4.2% | +2.7% |
| 3M | +12.2% | +5.4% | +6.8% | +10.6% |
| 6M | +17.8% | +4.9% | +12.9% | +16.1% |
| YTD | +26.2% | +12.7% | +13.5% | +21.7% |
| 1Y | +23.2% | +7.8% | +15.4% | +20.4% |
| All | +23.4% | +63.5% | -40.1% | +12.7% |
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