-41.9%
PCOR vs DUOL
+9.2%
-51.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.5% | -3.5% |
| 7D | -9.0% | +5.1% | -14.1% | -10.4% |
| 30D | +4.2% | +14.1% | -10.0% | -0.2% |
| 3M | +14.4% | +41.5% | -27.1% | +2.5% |
| 6M | +0.2% | +60.6% | -60.4% | -13.5% |
| YTD | -20.3% | -12.0% | -8.3% | -19.1% |
| 1Y | -16.1% | -43.4% | +27.2% | -6.7% |
| 3Y | -14.7% | +3.7% | -18.4% | -29.1% |
| 5Y | -43.2% | -5.3% | -37.9% | -59.6% |
| All | -41.9% | +9.2% | -51.1% | -59.6% |
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