+17.3%
DUOL vs PEGA
-51.7%
+68.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.2% | -5.0% |
| 7D | +0.3% | -4.6% | +4.8% | +2.2% |
| 30D | +12.4% | -6.8% | +19.2% | +15.5% |
| 3M | +16.9% | +2.6% | +14.4% | +15.7% |
| 6M | +48.5% | -5.4% | +53.9% | +51.0% |
| YTD | -10.3% | -46.0% | +35.7% | +13.2% |
| 1Y | -15.6% | -45.6% | +30.0% | +6.0% |
| 3Y | -25.6% | +43.2% | -68.7% | -43.9% |
| 5Y | +1.5% | -45.3% | +46.8% | +21.7% |
| All | +17.3% | -51.7% | +68.9% | +51.0% |
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