+22.2%
DUOL vs PENG
+118.9%
-96.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +10.3% | -5.6% | +3.1% |
| 7D | +1.8% | +1.9% | -0.1% | +0.7% |
| 30D | +11.1% | -37.8% | +48.9% | +18.4% |
| 3M | +21.2% | -14.1% | +35.3% | +19.7% |
| 6M | +56.1% | +13.1% | +43.0% | +32.5% |
| YTD | -6.5% | +151.8% | -158.3% | -39.7% |
| 1Y | -15.8% | +136.0% | -151.8% | -44.7% |
| 3Y | -22.4% | +217.9% | -240.4% | -58.2% |
| 5Y | +8.3% | +64.1% | -55.8% | -32.1% |
| All | +22.2% | +118.9% | -96.6% | -29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling