+150.0%
PM vs DUK
+65.4%
+84.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.4% |
| 7D | +0.5% | +1.9% | -1.4% | -0.6% |
| 30D | -3.2% | +8.9% | -12.1% | -8.0% |
| 3M | +6.2% | +5.6% | +0.7% | +2.8% |
| 6M | +7.7% | +7.0% | +0.7% | +3.4% |
| YTD | +27.3% | +14.0% | +13.2% | +17.8% |
| 1Y | +32.8% | +9.1% | +23.7% | +25.9% |
| 3Y | +150.0% | +67.6% | +82.4% | +104.0% |
| All | +150.0% | +65.4% | +84.7% | +104.0% |
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 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