+9.0%
DUOL vs PFG
+120.1%
-111.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.4% | -3.8% | -4.4% |
| 7D | -7.8% | +6.0% | -13.8% | -10.9% |
| 30D | +11.8% | +2.2% | +9.6% | +10.3% |
| 3M | +24.1% | +10.4% | +13.7% | +17.4% |
| 6M | +43.6% | +27.8% | +15.9% | +24.7% |
| YTD | -16.6% | +33.6% | -50.2% | -29.4% |
| 1Y | -46.0% | +49.3% | -95.3% | -57.4% |
| 3Y | -6.5% | +69.7% | -76.2% | -32.9% |
| 5Y | -7.4% | +111.3% | -118.8% | -37.2% |
| All | +9.0% | +120.1% | -111.1% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling