-18.0%
DUOL vs PEGA
-48.2%
+30.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -4.0% |
| 7D | -11.8% | -6.1% | -5.7% | -9.3% |
| 30D | +1.5% | +6.4% | -4.9% | -1.0% |
| 3M | +18.1% | +2.9% | +15.2% | +16.2% |
| 6M | +38.7% | -23.8% | +62.5% | +53.5% |
| YTD | -20.7% | -41.1% | +20.4% | -3.3% |
| 1Y | -49.1% | -38.2% | -10.9% | -39.5% |
| 3Y | -11.0% | +49.8% | -60.9% | -34.4% |
| 5Y | -18.0% | -48.0% | +30.0% | +10.8% |
| All | -18.0% | -48.2% | +30.2% | +10.8% |
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