-16.3%
DUOL vs PFG
+108.9%
-125.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.4% | +3.8% |
| 7D | -8.6% | -3.0% | -5.6% | -6.9% |
| 30D | +7.2% | +2.5% | +4.7% | +5.5% |
| 3M | +19.1% | +6.1% | +13.0% | +15.1% |
| 6M | +52.5% | +31.3% | +21.2% | +30.0% |
| YTD | -17.3% | +33.6% | -50.8% | -30.2% |
| 1Y | -49.2% | +48.5% | -97.8% | -60.0% |
| 3Y | -7.3% | +69.6% | -76.9% | -34.1% |
| 5Y | -16.3% | +111.5% | -127.7% | -45.8% |
| All | -16.3% | +108.9% | -125.2% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling