+848.9%
PM vs DUK
+465.8%
+383.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.5% |
| 7D | +0.5% | +1.9% | -1.4% | -0.5% |
| 30D | -3.2% | +8.9% | -12.1% | -7.6% |
| 3M | +6.2% | +5.6% | +0.7% | +3.1% |
| 6M | +7.7% | +7.0% | +0.7% | +3.8% |
| YTD | +27.3% | +14.0% | +13.2% | +18.3% |
| 1Y | +32.8% | +9.1% | +23.7% | +26.3% |
| 3Y | +150.0% | +67.6% | +82.4% | +87.9% |
| 5Y | +164.2% | +56.6% | +107.6% | +102.8% |
| 10Y | +265.7% | +159.8% | +105.9% | +107.3% |
| All | +848.9% | +465.8% | +383.1% | +233.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling