+143.9%
PM vs DUOL
+1.6%
+142.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.7% |
| 7D | +4.7% | -7.0% | +11.7% | +4.8% |
| 30D | +2.6% | +6.7% | -4.1% | +2.5% |
| 3M | +6.6% | +16.0% | -9.4% | +6.4% |
| 6M | +16.5% | +45.4% | -28.9% | +16.0% |
| YTD | +21.2% | -18.1% | +39.3% | +21.5% |
| 1Y | +17.9% | -53.6% | +71.5% | +19.1% |
| 3Y | +129.8% | -11.0% | +140.8% | +127.5% |
| 5Y | +133.0% | -17.1% | +150.2% | +131.2% |
| All | +143.9% | +1.6% | +142.3% | +136.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling