+140.8%
PH vs DUOL
-5.7%
+146.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | -0.3% |
| 7D | +0.4% | -7.8% | +8.2% | +1.1% |
| 30D | -10.8% | +11.8% | -22.6% | -11.9% |
| 3M | +8.5% | +24.1% | -15.6% | +5.5% |
| 6M | +3.9% | +43.6% | -39.7% | -1.3% |
| YTD | +9.4% | -16.6% | +26.0% | +11.4% |
| 1Y | +26.8% | -46.0% | +72.8% | +35.6% |
| 3Y | +140.8% | -6.5% | +147.3% | +127.1% |
| All | +140.8% | -5.7% | +146.5% | +127.1% |
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