-21.5%
PFE vs DUOL
+6.7%
-28.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | +0.4% |
| 7D | -0.7% | +22.4% | -23.1% | -1.0% |
| 30D | +5.3% | +4.5% | +0.8% | +5.2% |
| 3M | +10.1% | +14.2% | -4.1% | +9.9% |
| 6M | +18.0% | +45.1% | -27.0% | +17.6% |
| YTD | +25.8% | -10.7% | +36.5% | +25.6% |
| 1Y | +28.4% | -18.7% | +47.2% | +28.3% |
| 3Y | +20.9% | -25.9% | +46.9% | +20.4% |
| 5Y | -21.5% | +5.8% | -27.3% | -21.6% |
| All | -21.5% | +6.7% | -28.2% | -21.6% |
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 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