+779.1%
PBF vs DUOL
+9.2%
+769.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -1.1% |
| 7D | +4.3% | +5.1% | -0.8% | +3.8% |
| 30D | +22.0% | +14.1% | +7.8% | +20.3% |
| 3M | +74.5% | +41.5% | +33.0% | +67.7% |
| 6M | +67.7% | +60.6% | +7.1% | +58.6% |
| YTD | +179.2% | -12.0% | +191.2% | +180.0% |
| 1Y | +170.0% | -43.4% | +213.4% | +180.8% |
| 3Y | +66.4% | +3.7% | +62.7% | +53.5% |
| 5Y | +764.5% | -5.3% | +769.8% | +603.2% |
| All | +779.1% | +9.2% | +769.9% | +656.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling