-8.8%
PHM vs DUOL
-43.9%
+35.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.9% | +0.1% |
| 7D | -3.2% | +5.1% | -8.3% | -3.2% |
| 30D | -6.4% | +14.1% | -20.6% | -6.6% |
| 3M | +5.5% | +41.5% | -36.0% | +5.5% |
| 6M | -5.4% | +60.6% | -66.1% | -5.7% |
| YTD | +6.6% | -12.0% | +18.6% | +8.9% |
| 1Y | -8.8% | -43.4% | +34.5% | -4.2% |
| All | -8.8% | -43.9% | +35.0% | -4.2% |
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