+14.1%
PCG vs DUOL
+4.3%
+9.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.1% | -2.1% |
| 7D | -1.6% | +21.9% | -23.5% | -2.5% |
| 30D | +1.4% | +5.7% | -4.3% | +1.0% |
| 3M | -23.4% | +30.9% | -54.3% | -24.5% |
| 6M | -19.4% | +52.8% | -72.1% | -21.3% |
| YTD | -18.5% | -8.6% | -9.9% | -18.5% |
| 1Y | -19.5% | -17.2% | -2.3% | -19.1% |
| 3Y | -21.0% | +2.0% | -22.9% | -23.7% |
| All | +14.1% | +4.3% | +9.9% | +2.2% |
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 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