+3.4%
PEP vs DUOL
+2.7%
+0.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.1% |
| 7D | -1.4% | -8.6% | +7.2% | -1.3% |
| 30D | -0.2% | +7.2% | -7.4% | -0.3% |
| 3M | -4.3% | +19.1% | -23.4% | -4.4% |
| 6M | -13.2% | +52.5% | -65.7% | -13.3% |
| YTD | -1.9% | -17.3% | +15.4% | -1.8% |
| 1Y | -0.3% | -49.2% | +48.9% | 0.0% |
| 3Y | -13.6% | -7.3% | -6.4% | -15.0% |
| 5Y | +3.4% | -16.3% | +19.6% | -1.0% |
| All | +3.4% | +2.7% | +0.7% | -1.5% |
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