-43.4%
DUOL vs PFGC
-5.1%
-38.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.7% |
| 7D | +5.1% | -2.2% | +7.3% | +5.4% |
| 30D | +14.1% | -11.9% | +26.1% | +16.1% |
| 3M | +41.5% | +5.0% | +36.5% | +39.1% |
| 6M | +60.6% | +8.6% | +52.0% | +56.2% |
| YTD | -12.0% | +9.7% | -21.7% | -16.0% |
| 1Y | -43.4% | -6.3% | -37.1% | -41.0% |
| All | -43.4% | -5.1% | -38.3% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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