+8.1%
DUOL vs PEGA
-46.2%
+54.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.3% | +3.4% |
| 7D | -8.6% | -5.3% | -3.3% | -6.4% |
| 30D | +7.2% | +8.3% | -1.1% | +3.8% |
| 3M | +19.1% | +8.9% | +10.1% | +14.5% |
| 6M | +52.5% | -19.7% | +72.2% | +65.2% |
| YTD | -17.3% | -39.9% | +22.6% | -0.1% |
| 1Y | -49.2% | -36.4% | -12.8% | -40.4% |
| 3Y | -7.3% | +52.8% | -60.1% | -32.0% |
| 5Y | -16.3% | -45.7% | +29.4% | +2.3% |
| All | +8.1% | -46.2% | +54.3% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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