+172.7%
PCAR vs DUOL
+9.2%
+163.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.3% |
| 7D | -0.5% | +5.1% | -5.6% | -0.7% |
| 30D | -6.2% | +14.1% | -20.4% | -6.9% |
| 3M | +5.9% | +41.5% | -35.6% | +3.9% |
| 6M | +0.4% | +60.6% | -60.2% | -2.3% |
| YTD | +14.8% | -12.0% | +26.8% | +15.3% |
| 1Y | +30.1% | -43.4% | +73.5% | +33.5% |
| 3Y | +66.7% | +3.7% | +62.9% | +62.6% |
| 5Y | +166.1% | -5.3% | +171.4% | +151.5% |
| All | +172.7% | +9.2% | +163.4% | +156.5% |
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