+15.0%
DUOL vs PEGA
-43.7%
+58.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.8% | -2.3% |
| 7D | +5.1% | +3.3% | +1.8% | +3.7% |
| 30D | +14.1% | +17.7% | -3.6% | +6.7% |
| 3M | +41.5% | +5.8% | +35.7% | +37.4% |
| 6M | +60.6% | -20.3% | +80.9% | +74.2% |
| YTD | -12.0% | -37.1% | +25.2% | +4.2% |
| 1Y | -43.4% | -30.2% | -13.2% | -36.2% |
| 3Y | +3.7% | +48.1% | -44.4% | -22.6% |
| 5Y | -5.3% | -46.8% | +41.5% | +14.9% |
| All | +15.0% | -43.7% | +58.7% | +39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling