+19.5%
DUOL vs PENG
+85.9%
-66.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +12.4% | -10.2% | +0.2% |
| 7D | +21.9% | -19.4% | +41.4% | +24.6% |
| 30D | +5.7% | -42.4% | +48.1% | +13.9% |
| 3M | +30.9% | -25.6% | +56.5% | +32.3% |
| 6M | +52.8% | +7.3% | +45.5% | +28.5% |
| YTD | -8.6% | +113.9% | -122.4% | -39.4% |
| 1Y | -17.2% | +93.6% | -110.8% | -43.6% |
| 3Y | +2.0% | +170.2% | -168.3% | -43.6% |
| 5Y | +4.4% | +44.2% | -39.8% | -33.6% |
| All | +19.5% | +85.9% | -66.4% | -29.4% |
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