-10.5%
PDD vs DUOL
+9.2%
-19.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.5% | +1.5% |
| 7D | -4.1% | +5.1% | -9.2% | -5.5% |
| 30D | -9.6% | +14.1% | -23.7% | -13.6% |
| 3M | -4.3% | +41.5% | -45.8% | -14.8% |
| 6M | -18.8% | +60.6% | -79.4% | -31.2% |
| YTD | -27.5% | -12.0% | -15.5% | -27.3% |
| 1Y | -33.6% | -43.4% | +9.7% | -26.2% |
| 3Y | -20.4% | +3.7% | -24.1% | -42.8% |
| 5Y | -19.6% | -5.3% | -14.3% | -54.9% |
| All | -10.5% | +9.2% | -19.8% | -52.7% |
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 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