-22.5%
DUOL vs PFGC
+82.6%
-105.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.1% | +3.9% | +4.4% |
| 7D | +3.0% | +3.4% | -0.4% | +1.1% |
| 30D | +18.3% | +16.9% | +1.4% | +9.6% |
| 3M | +14.7% | +6.4% | +8.3% | +10.5% |
| 6M | +57.5% | +16.0% | +41.5% | +43.9% |
| YTD | -5.8% | +23.6% | -29.4% | -18.7% |
| 1Y | -11.4% | +16.6% | -28.0% | -20.5% |
| 3Y | -22.5% | +82.3% | -104.8% | -47.4% |
| All | -22.5% | +82.6% | -105.1% | -47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling