+231.5%
PH vs DUOL
+1.6%
+229.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | -1.3% | -7.0% | +5.7% | -0.7% |
| 30D | -11.0% | +6.7% | -17.7% | -11.6% |
| 3M | +5.5% | +16.0% | -10.5% | +3.5% |
| 6M | +1.5% | +45.4% | -43.9% | -3.1% |
| YTD | +8.8% | -18.1% | +26.9% | +9.8% |
| 1Y | +24.5% | -53.6% | +78.0% | +32.6% |
| 3Y | +141.2% | -11.0% | +152.1% | +134.9% |
| 5Y | +256.3% | -17.1% | +273.4% | +218.8% |
| All | +231.5% | +1.6% | +229.9% | +200.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling