+7.0%
DUOL vs PFGC
+106.1%
-99.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -7.0% | -4.8% | -2.2% | -4.9% |
| 30D | +6.7% | -12.5% | +19.3% | +13.0% |
| 3M | +16.0% | -9.7% | +25.7% | +20.5% |
| 6M | +45.4% | +7.0% | +38.4% | +38.6% |
| YTD | -18.1% | +4.5% | -22.6% | -21.9% |
| 1Y | -53.6% | -11.6% | -42.0% | -51.9% |
| 3Y | -11.0% | +58.5% | -69.5% | -30.7% |
| 5Y | -17.1% | +112.6% | -129.7% | -42.2% |
| All | +7.0% | +106.1% | -99.1% | -28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling