+46.3%
PCG vs DUOL
+16.1%
+30.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.8% | -5.7% | -1.1% |
| 7D | -2.2% | +1.8% | -4.0% | -2.3% |
| 30D | -0.5% | +11.1% | -11.5% | -1.0% |
| 3M | -24.0% | +21.2% | -45.1% | -24.7% |
| 6M | -18.6% | +56.1% | -74.7% | -20.3% |
| YTD | -17.7% | -6.5% | -11.2% | -17.7% |
| 1Y | -20.0% | -15.8% | -4.2% | -19.7% |
| 3Y | -20.2% | -22.4% | +2.2% | -21.0% |
| 5Y | +8.4% | +8.3% | 0.0% | -0.6% |
| All | +46.3% | +16.1% | +30.2% | +36.1% |
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