+166.5%
PCAR vs DUOL
-1.5%
+168.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | -0.3% |
| 7D | -0.2% | -11.8% | +11.6% | +0.3% |
| 30D | -6.9% | +1.5% | -8.4% | -7.0% |
| 3M | +2.1% | +18.1% | -16.0% | +1.0% |
| 6M | +1.6% | +38.7% | -37.1% | -0.5% |
| YTD | +12.2% | -20.7% | +32.9% | +13.2% |
| 1Y | +28.0% | -49.1% | +77.1% | +32.0% |
| 3Y | +61.0% | -11.0% | +72.0% | +58.2% |
| 5Y | +163.9% | -18.0% | +181.9% | +151.0% |
| All | +166.5% | -1.5% | +168.0% | +151.8% |
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 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