+56.1%
DUOL vs PEGA
-11.5%
+67.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +5.0% |
| 7D | +1.8% | -8.6% | +10.4% | +7.5% |
| 30D | +11.1% | -10.1% | +21.2% | +18.1% |
| 3M | +21.2% | -4.7% | +25.9% | +24.2% |
| 6M | +56.1% | -8.0% | +64.0% | +60.7% |
| All | +56.1% | -11.5% | +67.5% | +60.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling