+31.5%
PEG vs DUOL
-8.7%
+40.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.4% | -0.2% |
| 7D | -0.9% | -8.6% | +7.7% | -0.8% |
| 30D | -2.8% | +7.2% | -9.9% | -2.9% |
| 3M | -6.9% | +19.1% | -26.0% | -7.3% |
| 6M | -11.4% | +52.5% | -63.9% | -12.4% |
| YTD | -7.4% | -17.3% | +9.9% | -6.7% |
| 1Y | -8.3% | -49.2% | +41.0% | -6.1% |
| All | +31.5% | -8.7% | +40.2% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling