-23.8%
PCG vs DUOL
+53.1%
-76.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.2% | +2.3% |
| 7D | -13.9% | +5.1% | -18.9% | -13.7% |
| 30D | -16.9% | +14.1% | -31.0% | -16.4% |
| 3M | -14.7% | +41.5% | -56.2% | -12.0% |
| 6M | -23.8% | +60.6% | -84.4% | -19.8% |
| All | -23.8% | +53.1% | -76.9% | -19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling