+131.5%
PM vs DUK
+38.3%
+93.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.6% |
| 7D | +1.9% | -1.7% | +3.6% | +2.8% |
| 30D | +1.9% | -2.2% | +4.2% | +3.1% |
| 3M | +4.6% | -3.7% | +8.3% | +6.5% |
| 6M | +11.7% | -6.3% | +18.0% | +15.3% |
| YTD | +20.4% | +4.5% | +15.8% | +17.8% |
| 1Y | +19.0% | +1.8% | +17.1% | +17.8% |
| 3Y | +130.4% | +46.8% | +83.5% | +93.9% |
| 5Y | +131.5% | +40.2% | +91.2% | +97.7% |
| All | +131.5% | +38.3% | +93.2% | +97.7% |
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