+160.1%
PM vs DUOL
-5.7%
+165.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.8% | -3.7% | +1.0% |
| 7D | -7.1% | +1.8% | -8.8% | -7.1% |
| 30D | -2.8% | +11.1% | -13.9% | -3.0% |
| 3M | +6.3% | +21.2% | -14.8% | +6.0% |
| 6M | +9.6% | +56.1% | -46.4% | +9.0% |
| YTD | +25.6% | -6.5% | +32.1% | +25.6% |
| 1Y | +29.7% | -15.8% | +45.4% | +29.8% |
| 3Y | +147.6% | -22.4% | +170.0% | +146.1% |
| 5Y | +160.1% | +8.3% | +151.8% | +150.1% |
| All | +160.1% | -5.7% | +165.8% | +150.1% |
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