+3.0%
PEP vs DUOL
+6.7%
-3.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.3% | +1.2% |
| 7D | +4.6% | +22.4% | -17.8% | +4.3% |
| 30D | +14.0% | +4.5% | +9.5% | +13.8% |
| 3M | +5.4% | +14.2% | -8.8% | +5.1% |
| 6M | -5.1% | +45.1% | -50.2% | -5.5% |
| YTD | +3.1% | -10.7% | +13.8% | +3.0% |
| 1Y | +4.8% | -18.7% | +23.5% | +4.7% |
| 3Y | -4.1% | -25.9% | +21.8% | -5.1% |
| 5Y | +3.0% | +5.8% | -2.9% | -1.8% |
| All | +3.0% | +6.7% | -3.7% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling