-11.0%
DUOL vs PSLV
+165.9%
-176.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -7.0% | -3.5% | -3.5% | -7.0% |
| 30D | +6.7% | -2.1% | +8.9% | +6.7% |
| 3M | +16.0% | -1.6% | +17.7% | +16.1% |
| 6M | +45.4% | -25.5% | +70.9% | +45.7% |
| YTD | -18.1% | -11.4% | -6.7% | -20.2% |
| 1Y | -53.6% | +48.6% | -102.1% | -58.3% |
| 3Y | -11.0% | +166.9% | -177.8% | -20.3% |
| All | -11.0% | +165.9% | -176.8% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling