-22.2%
PFE vs DUK
+42.3%
-64.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.2% | -2.6% |
| 7D | -2.7% | +0.7% | -3.4% | -2.9% |
| 30D | +3.8% | -2.0% | +5.9% | +4.5% |
| 3M | +10.4% | +0.2% | +10.2% | +10.1% |
| 6M | +6.3% | -6.9% | +13.2% | +8.8% |
| YTD | +17.4% | +6.1% | +11.2% | +14.2% |
| 1Y | +21.1% | +4.4% | +16.7% | +18.4% |
| 3Y | -1.6% | +49.1% | -50.7% | -18.0% |
| 5Y | -22.2% | +39.6% | -61.7% | -33.0% |
| All | -22.2% | +42.3% | -64.5% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling