-23.1%
DUOL vs PEGA
+41.6%
-64.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +4.9% |
| 7D | +1.8% | -8.6% | +10.4% | +5.2% |
| 30D | +11.1% | -10.1% | +21.2% | +15.5% |
| 3M | +21.2% | -4.7% | +25.9% | +23.5% |
| 6M | +56.1% | -8.0% | +64.0% | +60.1% |
| YTD | -6.5% | -47.1% | +40.7% | +13.1% |
| 1Y | -15.8% | -47.5% | +31.7% | +2.0% |
| All | -23.1% | +41.6% | -64.7% | -30.1% |
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 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