+14.6%
PHM vs DUOL
-38.2%
+52.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +26.0% | -18.8% | +5.6% |
| 7D | +13.6% | +19.3% | -5.7% | +12.1% |
| 30D | +19.3% | +9.6% | +9.7% | +17.8% |
| 3M | +3.5% | +17.1% | -13.6% | +2.2% |
| 6M | +18.6% | +46.3% | -27.7% | +17.9% |
| YTD | +16.7% | -8.1% | +24.8% | +18.4% |
| 1Y | +14.6% | -38.5% | +53.1% | +19.8% |
| All | +14.6% | -38.2% | +52.8% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling