+40.3%
PEG vs DUOL
+3.5%
+36.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.2% | +6.0% | +0.8% |
| 7D | +1.0% | -7.8% | +8.8% | +1.2% |
| 30D | -1.9% | +11.8% | -13.7% | -2.1% |
| 3M | -3.7% | +24.1% | -27.8% | -4.1% |
| 6M | -9.4% | +43.6% | -53.1% | -10.2% |
| YTD | -6.0% | -16.6% | +10.6% | -5.7% |
| 1Y | -4.4% | -46.0% | +41.7% | -3.2% |
| 3Y | +33.5% | -6.5% | +40.0% | +33.6% |
| 5Y | +35.7% | -7.4% | +43.2% | +32.9% |
| All | +40.3% | +3.5% | +36.8% | +37.0% |
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