+525.8%
PBR vs DUOL
-1.5%
+527.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +0.7% |
| 7D | +0.3% | -11.8% | +12.1% | +0.9% |
| 30D | +17.5% | +1.5% | +16.0% | +17.4% |
| 3M | +20.9% | +18.1% | +2.8% | +19.7% |
| 6M | +20.2% | +38.7% | -18.4% | +18.0% |
| YTD | +84.3% | -20.7% | +104.9% | +85.2% |
| 1Y | +77.1% | -49.1% | +126.2% | +81.2% |
| 3Y | +100.8% | -11.0% | +111.8% | +99.4% |
| 5Y | +556.1% | -18.0% | +574.1% | +533.9% |
| All | +525.8% | -1.5% | +527.3% | +509.7% |
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 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