+3.3%
DUOL vs PENG
+42.1%
-38.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +12.4% | -10.2% | +0.2% |
| 7D | +21.9% | -19.4% | +41.4% | +24.5% |
| 30D | +5.7% | -42.4% | +48.1% | +13.6% |
| 3M | +30.9% | -25.6% | +56.5% | +32.2% |
| 6M | +52.8% | +7.3% | +45.5% | +28.7% |
| YTD | -8.6% | +113.9% | -122.4% | -39.2% |
| 1Y | -17.2% | +93.6% | -110.8% | -43.4% |
| 3Y | +2.0% | +170.2% | -168.3% | -43.5% |
| All | +3.3% | +42.1% | -38.8% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling