+210.9%
PM vs DUK
+129.4%
+81.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | +4.7% | -0.7% | +5.3% | +5.0% |
| 30D | +2.6% | -2.4% | +5.1% | +4.0% |
| 3M | +6.6% | -3.0% | +9.6% | +8.3% |
| 6M | +16.5% | -6.6% | +23.0% | +20.8% |
| YTD | +21.2% | +4.6% | +16.6% | +18.2% |
| 1Y | +17.9% | +1.2% | +16.7% | +16.9% |
| 3Y | +129.8% | +45.7% | +84.2% | +86.7% |
| 5Y | +133.0% | +40.3% | +92.7% | +90.4% |
| All | +210.9% | +129.4% | +81.5% | +95.5% |
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