-13.9%
PFE vs DUOL
+9.2%
-23.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -1.2% |
| 7D | +1.8% | +5.1% | -3.3% | +1.7% |
| 30D | +10.2% | +14.1% | -3.9% | +10.1% |
| 3M | +12.7% | +41.5% | -28.8% | +12.3% |
| 6M | +10.5% | +60.6% | -50.1% | +10.1% |
| YTD | +20.2% | -12.0% | +32.1% | +20.2% |
| 1Y | +24.1% | -43.4% | +67.4% | +24.3% |
| 3Y | -3.6% | +3.7% | -7.3% | -4.6% |
| 5Y | -20.9% | -5.3% | -15.6% | -21.5% |
| All | -13.9% | +9.2% | -23.2% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling