+801.9%
PBF vs DUOL
-11.2%
+813.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.5% | +0.1% |
| 7D | +1.4% | -11.8% | +13.2% | +2.6% |
| 30D | +15.8% | +1.5% | +14.4% | +15.5% |
| 3M | +90.3% | +18.1% | +72.1% | +85.9% |
| 6M | +102.8% | +38.7% | +64.2% | +94.0% |
| YTD | +187.3% | -20.7% | +208.0% | +191.0% |
| 1Y | +161.8% | -49.1% | +210.9% | +175.6% |
| 3Y | +55.5% | -11.0% | +66.5% | +44.9% |
| 5Y | +801.9% | -18.0% | +819.9% | +645.1% |
| All | +801.9% | -11.2% | +813.1% | +645.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling