+0.3%
DUOL vs PENG
+101.4%
-101.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.4% | -9.2% | -3.5% |
| 7D | +5.1% | +4.5% | +0.5% | +4.5% |
| 30D | +14.1% | -7.1% | +21.3% | +14.5% |
| 3M | +41.5% | -27.3% | +68.8% | +43.1% |
| 6M | +60.6% | +169.6% | -109.0% | +16.0% |
| YTD | -12.0% | +164.6% | -176.6% | -36.6% |
| 1Y | -43.4% | +109.5% | -152.8% | -57.3% |
| All | +0.3% | +101.4% | -101.1% | -30.8% |
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 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