+124.3%
PM vs DUOL
-5.7%
+130.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.2% | +6.4% | +1.2% |
| 7D | -1.3% | -7.8% | +6.5% | -1.3% |
| 30D | -2.6% | +11.8% | -14.4% | -2.6% |
| 3M | +5.8% | +24.1% | -18.3% | +5.8% |
| 6M | +10.6% | +43.6% | -33.1% | +10.7% |
| YTD | +17.2% | -16.6% | +33.7% | +17.5% |
| 1Y | +17.6% | -46.0% | +63.7% | +18.3% |
| 3Y | +124.3% | -6.5% | +130.7% | +117.5% |
| All | +124.3% | -5.7% | +130.0% | +117.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling