-38.5%
DUOL vs PFG
+46.8%
-85.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.0% | +4.1% | +21.9% | +23.4% |
| 7D | +19.3% | +4.9% | +14.4% | +16.5% |
| 30D | +9.6% | +5.7% | +4.0% | +6.7% |
| 3M | +17.1% | +2.6% | +14.5% | +15.5% |
| 6M | +46.3% | +19.8% | +26.5% | +35.6% |
| YTD | -8.1% | +36.3% | -44.4% | -15.8% |
| 1Y | -38.5% | +47.9% | -86.3% | -42.9% |
| All | -38.5% | +46.8% | -85.3% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling