+24.3%
PLD vs DUOL
+9.2%
+15.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.5% |
| 7D | -2.4% | +5.1% | -7.5% | -2.8% |
| 30D | -2.4% | +14.1% | -16.6% | -3.7% |
| 3M | -3.8% | +41.5% | -45.3% | -7.1% |
| 6M | 0.0% | +60.6% | -60.6% | -5.0% |
| YTD | +9.2% | -12.0% | +21.2% | +9.5% |
| 1Y | +25.9% | -43.4% | +69.3% | +30.8% |
| 3Y | +21.3% | +3.7% | +17.6% | +13.5% |
| 5Y | +14.1% | -5.3% | +19.4% | -2.3% |
| All | +24.3% | +9.2% | +15.1% | +4.0% |
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