-22.5%
DUOL vs PENG
+209.7%
-232.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -5.5% | +10.5% | +5.4% |
| 7D | +3.0% | +13.2% | -10.2% | +2.1% |
| 30D | +18.3% | -29.9% | +48.2% | +20.9% |
| 3M | +14.7% | -22.2% | +37.0% | +15.2% |
| 6M | +57.5% | -1.9% | +59.4% | +43.0% |
| YTD | -5.8% | +142.1% | -147.9% | -34.6% |
| 1Y | -11.4% | +151.5% | -162.9% | -39.2% |
| 3Y | -22.5% | +206.9% | -229.4% | -56.7% |
| All | -22.5% | +209.7% | -232.3% | -56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling