+9.0%
DUOL vs PFGC
+112.4%
-103.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.9% | -3.4% | -4.4% |
| 7D | -7.8% | -2.4% | -5.4% | -6.8% |
| 30D | +11.8% | -15.8% | +27.6% | +20.3% |
| 3M | +24.1% | -0.6% | +24.7% | +23.4% |
| 6M | +43.6% | +10.7% | +33.0% | +34.9% |
| YTD | -16.6% | +7.6% | -24.2% | -21.5% |
| 1Y | -46.0% | -7.8% | -38.2% | -45.1% |
| 3Y | -6.5% | +63.7% | -70.2% | -28.2% |
| 5Y | -7.4% | +112.3% | -119.7% | -36.8% |
| All | +9.0% | +112.4% | -103.4% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling