-19.1%
PCG vs DUOL
-22.7%
+3.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.7% |
| 7D | -0.5% | +22.4% | -22.8% | +0.4% |
| 30D | +0.8% | +4.5% | -3.7% | +0.9% |
| 3M | -22.0% | +14.2% | -36.2% | -21.6% |
| 6M | -17.1% | +45.1% | -62.2% | -14.9% |
| YTD | -16.9% | -10.7% | -6.1% | -15.8% |
| 1Y | -19.1% | -18.7% | -0.3% | -19.0% |
| All | -19.1% | -22.7% | +3.7% | -19.0% |
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