+533.8%
PBR vs DUOL
+1.6%
+532.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | +5.4% | -7.0% | +12.3% | +5.7% |
| 30D | +22.9% | +6.7% | +16.1% | +22.5% |
| 3M | +19.6% | +16.0% | +3.6% | +18.6% |
| 6M | +16.5% | +45.4% | -28.9% | +14.1% |
| YTD | +86.7% | -18.1% | +104.8% | +87.4% |
| 1Y | +74.7% | -53.6% | +128.3% | +79.7% |
| 3Y | +102.6% | -11.0% | +113.5% | +101.1% |
| 5Y | +566.6% | -17.1% | +583.7% | +544.0% |
| All | +533.8% | +1.6% | +532.2% | +516.7% |
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