-24.5%
PCOR vs DUOL
+13.5%
-38.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.5% | -1.0% |
| 7D | +22.7% | +21.9% | +0.8% | +15.6% |
| 30D | +37.5% | +5.7% | +31.7% | +34.7% |
| 3M | +35.2% | +30.9% | +4.3% | +23.9% |
| 6M | +42.2% | +52.8% | -10.5% | +23.8% |
| YTD | +3.6% | -8.6% | +12.2% | +3.2% |
| 1Y | -4.8% | -17.2% | +12.4% | -2.8% |
| 3Y | +48.3% | +2.0% | +46.4% | +24.5% |
| 5Y | -20.1% | +4.4% | -24.4% | -44.7% |
| All | -24.5% | +13.5% | -38.0% | -48.4% |
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