-10.1%
DUOL vs PFGC
+59.5%
-69.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.9% |
| 7D | -8.6% | -4.8% | -3.8% | -6.5% |
| 30D | +7.2% | -17.2% | +24.4% | +16.6% |
| 3M | +19.1% | -6.3% | +25.4% | +21.4% |
| 6M | +52.5% | +8.8% | +43.7% | +42.7% |
| YTD | -17.3% | +4.9% | -22.2% | -22.4% |
| 1Y | -49.2% | -9.5% | -39.7% | -47.5% |
| All | -10.1% | +59.5% | -69.6% | -33.1% |
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