-9.3%
DUOL vs PFG
+68.9%
-78.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.4% | -3.8% | -4.5% |
| 7D | -7.8% | +6.0% | -13.8% | -10.8% |
| 30D | +11.8% | +2.2% | +9.6% | +10.4% |
| 3M | +24.1% | +10.4% | +13.7% | +17.7% |
| 6M | +43.6% | +27.8% | +15.9% | +25.4% |
| YTD | -16.6% | +33.6% | -50.2% | -28.8% |
| 1Y | -46.0% | +49.3% | -95.3% | -57.0% |
| All | -9.3% | +68.9% | -78.2% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling