+180.7%
PBF vs DUOL
-47.0%
+227.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.5% | +0.9% |
| 7D | +2.3% | -8.6% | +10.9% | +2.0% |
| 30D | +11.6% | +7.2% | +4.4% | +12.0% |
| 3M | +81.7% | +19.1% | +62.7% | +83.0% |
| 6M | +96.4% | +52.5% | +43.9% | +100.4% |
| YTD | +189.5% | -17.3% | +206.8% | +183.8% |
| 1Y | +180.7% | -49.2% | +230.0% | +168.9% |
| All | +180.7% | -47.0% | +227.8% | +168.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling