+250.3%
PH vs DUOL
-15.6%
+265.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.8% | -2.0% |
| 7D | -3.1% | -8.6% | +5.5% | -2.4% |
| 30D | -11.8% | +7.2% | -19.0% | -12.5% |
| 3M | +6.9% | +19.1% | -12.1% | +4.5% |
| 6M | -1.3% | +52.5% | -53.8% | -6.4% |
| YTD | +7.0% | -17.3% | +24.2% | +7.9% |
| 1Y | +23.1% | -49.2% | +72.3% | +29.9% |
| 3Y | +135.4% | -7.3% | +142.6% | +127.8% |
| 5Y | +250.3% | -16.3% | +266.6% | +210.8% |
| All | +250.3% | -15.6% | +265.9% | +210.8% |
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