-6.5%
DUOL vs PEGA
+48.1%
-54.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.2% | -1.0% | -3.8% |
| 7D | -7.8% | -2.4% | -5.4% | -7.0% |
| 30D | +11.8% | +9.6% | +2.2% | +8.4% |
| 3M | +24.1% | +2.3% | +21.8% | +22.4% |
| 6M | +43.6% | -23.9% | +67.5% | +55.1% |
| YTD | -16.6% | -39.8% | +23.2% | -4.4% |
| 1Y | -46.0% | -37.4% | -8.6% | -39.0% |
| 3Y | -6.5% | +53.1% | -59.6% | -8.5% |
| All | -6.5% | +48.1% | -54.5% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling