-14.1%
PDD vs DUOL
+16.9%
-31.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.0% | -3.2% | +0.5% |
| 7D | -4.9% | +3.0% | -7.9% | -5.7% |
| 30D | -3.0% | +18.3% | -21.4% | -8.4% |
| 3M | -6.2% | +14.7% | -20.9% | -11.4% |
| 6M | -20.7% | +57.5% | -78.2% | -32.8% |
| YTD | -30.4% | -5.8% | -24.5% | -32.5% |
| 1Y | -41.3% | -11.4% | -29.9% | -42.2% |
| 3Y | -27.7% | -22.5% | -5.2% | -39.1% |
| 5Y | -16.9% | +6.6% | -23.5% | -55.4% |
| All | -14.1% | +16.9% | -31.0% | -56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling