+27.3%
PCAR vs DUOL
-47.0%
+74.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | +0.6% |
| 7D | -1.6% | -8.6% | +7.0% | -1.7% |
| 30D | -7.3% | +7.2% | -14.4% | -7.1% |
| 3M | +7.8% | +19.1% | -11.2% | +8.2% |
| 6M | +3.6% | +52.5% | -48.9% | +4.0% |
| YTD | +12.9% | -17.3% | +30.2% | +16.9% |
| 1Y | +27.3% | -49.2% | +76.5% | +36.2% |
| All | +27.3% | -47.0% | +74.3% | +36.2% |
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