+8.3%
DUOL vs PEGA
-45.8%
+54.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +4.9% |
| 7D | +1.8% | -8.6% | +10.4% | +5.7% |
| 30D | +11.1% | -10.1% | +21.2% | +16.1% |
| 3M | +21.2% | -4.7% | +25.9% | +23.7% |
| 6M | +56.1% | -8.0% | +64.0% | +60.6% |
| YTD | -6.5% | -47.1% | +40.7% | +19.0% |
| 1Y | -15.8% | -47.5% | +31.7% | +7.4% |
| 3Y | -22.4% | +40.2% | -62.7% | -41.0% |
| 5Y | +8.3% | -45.7% | +54.1% | +30.6% |
| All | +8.3% | -45.8% | +54.2% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling