-16.3%
DUOL vs PFGC
+105.5%
-121.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.9% |
| 7D | -8.6% | -4.8% | -3.8% | -6.4% |
| 30D | +7.2% | -17.2% | +24.4% | +16.8% |
| 3M | +19.1% | -6.3% | +25.4% | +21.7% |
| 6M | +52.5% | +8.8% | +43.7% | +43.6% |
| YTD | -17.3% | +4.9% | -22.2% | -21.6% |
| 1Y | -49.2% | -9.5% | -39.7% | -47.9% |
| 3Y | -7.3% | +59.6% | -66.8% | -29.8% |
| 5Y | -16.3% | +113.5% | -129.8% | -44.8% |
| All | -16.3% | +105.5% | -121.8% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling