-51.3%
DUOL vs PEGA
-38.4%
-12.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -3.8% |
| 7D | -11.8% | -6.1% | -5.7% | -8.8% |
| 30D | +1.5% | +6.4% | -4.9% | -1.6% |
| 3M | +18.1% | +2.9% | +15.2% | +15.1% |
| 6M | +38.7% | -23.8% | +62.5% | +54.2% |
| YTD | -20.7% | -41.1% | +20.4% | -6.2% |
| All | -51.3% | -38.4% | -12.9% | -42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling