+138.3%
PH vs DUOL
-20.7%
+159.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.8% | -4.0% | +0.5% |
| 7D | +6.9% | +1.8% | +5.1% | +6.8% |
| 30D | +1.7% | +11.1% | -9.4% | +0.9% |
| 3M | -8.1% | +21.2% | -29.3% | -9.8% |
| 6M | +11.5% | +56.1% | -44.6% | +5.8% |
| YTD | +11.4% | -6.5% | +17.9% | +12.6% |
| 1Y | +14.1% | -15.8% | +29.9% | +16.9% |
| All | +138.3% | -20.7% | +159.0% | +129.9% |
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