+47.7%
PCG vs DUOL
+10.8%
+36.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.6% |
| 7D | -0.5% | +22.4% | -22.8% | -1.3% |
| 30D | +0.8% | +4.5% | -3.7% | +0.5% |
| 3M | -22.0% | +14.2% | -36.2% | -22.6% |
| 6M | -17.1% | +45.1% | -62.2% | -18.6% |
| YTD | -16.9% | -10.7% | -6.1% | -16.8% |
| 1Y | -19.1% | -18.7% | -0.3% | -18.7% |
| 3Y | -19.4% | -25.9% | +6.5% | -20.1% |
| 5Y | +9.0% | +5.8% | +3.2% | +0.3% |
| All | +47.7% | +10.8% | +36.9% | +37.7% |
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 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