+12.1%
DUOL vs PFG
+91.8%
-79.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.2% |
| 7D | +0.3% | +0.1% | +0.1% | 0.0% |
| 30D | +12.4% | +5.0% | +7.4% | +9.4% |
| 3M | +16.9% | +0.1% | +16.9% | +16.8% |
| 6M | +48.5% | +13.8% | +34.7% | +37.3% |
| YTD | -10.3% | +31.2% | -41.5% | -24.2% |
| 1Y | -15.6% | +37.1% | -52.7% | -30.6% |
| 3Y | -25.6% | +80.6% | -106.2% | -50.3% |
| All | +12.1% | +91.8% | -79.7% | -32.0% |
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