-1.6%
PFE vs DUOL
-5.7%
+4.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.2% | +2.9% | -2.3% |
| 7D | -2.7% | -7.8% | +5.1% | -2.7% |
| 30D | +3.8% | +11.8% | -8.0% | +3.9% |
| 3M | +10.4% | +24.1% | -13.7% | +10.5% |
| 6M | +6.3% | +43.6% | -37.4% | +6.5% |
| YTD | +17.4% | -16.6% | +34.0% | +17.3% |
| 1Y | +21.1% | -46.0% | +67.2% | +20.5% |
| 3Y | -1.6% | -6.5% | +4.9% | -1.6% |
| All | -1.6% | -5.7% | +4.1% | -1.6% |
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