+72.9%
PBR vs DUOL
-38.2%
+111.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +26.0% | -33.0% | -6.2% |
| 7D | -11.0% | +19.3% | -30.3% | -10.1% |
| 30D | -18.8% | +9.6% | -28.4% | -17.9% |
| 3M | +7.8% | +17.1% | -9.2% | +9.1% |
| 6M | -7.6% | +46.3% | -53.9% | -6.6% |
| YTD | +72.7% | -8.1% | +80.8% | +73.7% |
| 1Y | +72.9% | -38.5% | +111.4% | +77.8% |
| All | +72.9% | -38.2% | +111.2% | +77.8% |
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