+16.3%
PLD vs DUOL
-11.2%
+27.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.8% | -1.6% |
| 7D | -0.7% | -11.8% | +11.1% | +0.4% |
| 30D | -2.2% | +1.5% | -3.7% | -2.5% |
| 3M | -7.4% | +18.1% | -25.5% | -9.2% |
| 6M | +1.9% | +38.7% | -36.7% | -1.9% |
| YTD | +7.9% | -20.7% | +28.6% | +9.1% |
| 1Y | +25.1% | -49.1% | +74.2% | +31.3% |
| 3Y | +21.9% | -11.0% | +32.9% | +15.5% |
| 5Y | +16.3% | -18.0% | +34.3% | -0.6% |
| All | +16.3% | -11.2% | +27.5% | -0.6% |
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