+168.2%
PCAR vs DUOL
-10.4%
+178.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.2% | +3.5% | -1.5% |
| 7D | 0.0% | -7.8% | +7.8% | +0.4% |
| 30D | -7.7% | +11.8% | -19.6% | -8.3% |
| 3M | +3.7% | +24.1% | -20.4% | +2.4% |
| 6M | +2.3% | +43.6% | -41.3% | 0.0% |
| YTD | +12.8% | -16.6% | +29.4% | +13.5% |
| 1Y | +27.8% | -46.0% | +73.8% | +31.4% |
| 3Y | +61.8% | -6.5% | +68.3% | +58.6% |
| 5Y | +168.2% | -7.4% | +175.6% | +153.4% |
| All | +168.2% | -10.4% | +178.6% | +153.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling