+123.4%
PM vs DUK
+48.4%
+75.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.9% |
| 7D | -1.2% | -0.1% | -1.1% | -1.1% |
| 30D | -0.2% | +0.2% | -0.4% | -0.3% |
| 3M | +4.9% | -1.9% | +6.8% | +6.0% |
| 6M | +9.0% | -6.5% | +15.6% | +13.1% |
| YTD | +17.8% | +5.4% | +12.3% | +14.4% |
| 1Y | +16.8% | +3.6% | +13.3% | +14.4% |
| All | +123.4% | +48.4% | +75.0% | +87.8% |
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