+7.0%
DUOL vs PTEN
+83.3%
-76.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -7.0% | +3.5% | -10.4% | -7.6% |
| 30D | +6.7% | +17.5% | -10.8% | +3.2% |
| 3M | +16.0% | +12.7% | +3.3% | +12.1% |
| 6M | +45.4% | +33.1% | +12.3% | +34.5% |
| YTD | -18.1% | +116.4% | -134.6% | -32.5% |
| 1Y | -53.6% | +141.2% | -194.7% | -62.9% |
| 3Y | -11.0% | -3.8% | -7.2% | -16.8% |
| 5Y | -17.1% | +92.7% | -109.8% | -24.9% |
| All | +7.0% | +83.3% | -76.3% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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