-38.5%
DUOL vs PENG
+120.5%
-158.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.0% | -9.1% | +35.1% | +25.0% |
| 7D | +19.3% | -20.5% | +39.8% | +17.5% |
| 30D | +9.6% | -20.4% | +30.0% | +8.4% |
| 3M | +17.1% | -16.4% | +33.5% | +16.9% |
| 6M | +46.3% | +49.2% | -2.9% | +31.7% |
| YTD | -8.1% | +147.2% | -155.3% | -28.2% |
| 1Y | -38.5% | +124.7% | -163.1% | -50.5% |
| All | -38.5% | +120.5% | -158.9% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling