-13.1%
PCOR vs DUOL
+3.2%
-16.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.9% |
| 7D | +2.2% | +0.3% | +1.9% | +2.0% |
| 30D | +37.4% | +12.4% | +25.1% | +32.1% |
| 3M | +33.2% | +16.9% | +16.3% | +25.8% |
| 6M | +60.6% | +48.5% | +12.1% | +40.2% |
| YTD | +6.2% | -10.3% | +16.5% | +6.3% |
| 1Y | -1.1% | -15.6% | +14.6% | +0.5% |
| 3Y | +48.4% | -25.6% | +74.0% | +38.2% |
| 5Y | -13.1% | +1.5% | -14.7% | -40.7% |
| All | -13.1% | +3.2% | -16.3% | -40.7% |
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 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