+15.0%
DUOL vs PENG
+130.0%
-115.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.4% | -9.2% | -4.0% |
| 7D | +5.1% | +4.5% | +0.5% | +4.0% |
| 30D | +14.1% | -7.1% | +21.3% | +14.8% |
| 3M | +41.5% | -27.3% | +68.8% | +43.4% |
| 6M | +60.6% | +169.6% | -109.0% | +6.6% |
| YTD | -12.0% | +164.6% | -176.6% | -41.8% |
| 1Y | -43.4% | +109.5% | -152.8% | -60.4% |
| 3Y | +3.7% | +98.9% | -95.2% | -34.6% |
| 5Y | -5.3% | +116.3% | -121.5% | -43.7% |
| All | +15.0% | +130.0% | -115.0% | -32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling