+139.3%
PHM vs DUOL
+3.5%
+135.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.2% | +1.7% | -3.0% |
| 7D | -2.5% | -7.8% | +5.3% | -1.7% |
| 30D | -9.7% | +11.8% | -21.5% | -10.8% |
| 3M | +2.2% | +24.1% | -21.9% | -0.4% |
| 6M | -5.7% | +43.6% | -49.3% | -9.9% |
| YTD | +2.8% | -16.6% | +19.4% | +3.8% |
| 1Y | -14.4% | -46.0% | +31.6% | -10.1% |
| 3Y | +52.2% | -6.5% | +58.7% | +42.6% |
| 5Y | +154.3% | -7.4% | +161.7% | +115.6% |
| All | +139.3% | +3.5% | +135.7% | +104.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling