+7.0%
DUOL vs PSLV
+142.2%
-135.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -7.0% | -3.5% | -3.5% | -6.8% |
| 30D | +6.7% | -2.1% | +8.9% | +6.7% |
| 3M | +16.0% | -1.6% | +17.7% | +15.9% |
| 6M | +45.4% | -25.5% | +70.9% | +48.9% |
| YTD | -18.1% | -11.4% | -6.7% | -22.0% |
| 1Y | -53.6% | +48.6% | -102.1% | -62.1% |
| 3Y | -11.0% | +166.9% | -177.8% | -41.2% |
| 5Y | -17.1% | +152.4% | -169.5% | -44.4% |
| All | +7.0% | +142.2% | -135.2% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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