+110.3%
PAAS vs DUOL
-1.5%
+111.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.9% | +8.6% | +4.1% |
| 7D | +2.6% | -11.8% | +14.4% | +3.7% |
| 30D | +2.5% | +1.5% | +1.0% | +2.1% |
| 3M | +15.1% | +18.1% | -3.1% | +12.6% |
| 6M | -12.1% | +38.7% | -50.7% | -15.7% |
| YTD | +3.1% | -20.7% | +23.7% | +4.3% |
| 1Y | +50.8% | -49.1% | +99.9% | +58.4% |
| 3Y | +259.5% | -11.0% | +270.5% | +243.2% |
| 5Y | +126.3% | -18.0% | +144.3% | +95.6% |
| All | +110.3% | -1.5% | +111.8% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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