-23.1%
PFE vs DUK
+52.5%
-75.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -3.0% | -0.6% | -2.3% | -2.7% |
| 30D | +5.2% | +9.4% | -4.2% | +1.9% |
| 3M | +12.2% | +5.4% | +6.8% | +10.0% |
| 6M | +17.8% | +4.9% | +12.9% | +15.5% |
| YTD | +26.2% | +12.7% | +13.5% | +20.2% |
| 1Y | +23.2% | +7.8% | +15.4% | +19.3% |
| 3Y | +21.3% | +63.3% | -42.0% | -2.3% |
| 5Y | -23.1% | +54.2% | -77.3% | -34.2% |
| All | -23.1% | +52.5% | -75.6% | -34.2% |
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 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