-0.3%
PEP vs DUOL
-49.2%
+48.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.9% | +3.6% | -1.2% |
| 7D | -1.7% | -11.8% | +10.1% | -1.6% |
| 30D | +0.3% | +1.5% | -1.2% | +0.3% |
| 3M | -3.2% | +18.1% | -21.4% | -2.9% |
| 6M | -13.6% | +38.7% | -52.2% | -12.4% |
| YTD | -1.9% | -20.7% | +18.8% | -2.3% |
| All | -0.3% | -49.2% | +48.9% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling