+746.9%
PBF vs DUOL
+16.9%
+730.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.6% | +0.1% |
| 7D | +6.5% | +3.0% | +3.4% | +6.2% |
| 30D | -20.0% | +18.3% | -38.3% | -21.4% |
| 3M | -3.3% | +14.7% | -18.1% | -5.0% |
| 6M | +76.8% | +57.5% | +19.3% | +67.4% |
| YTD | +168.9% | -5.8% | +174.7% | +166.9% |
| 1Y | +96.4% | -11.4% | +107.7% | +95.8% |
| 3Y | +77.2% | -22.5% | +99.7% | +71.0% |
| 5Y | +417.7% | +6.6% | +411.1% | +316.4% |
| All | +746.9% | +16.9% | +730.0% | +621.3% |
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