+7.7%
PM vs DUOL
+57.4%
-49.8%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.0% | -3.8% | +0.9% |
| 7D | +0.5% | +3.0% | -2.5% | +0.4% |
| 30D | -3.2% | +18.3% | -21.5% | -4.1% |
| 3M | +6.2% | +14.7% | -8.5% | +5.1% |
| 6M | +7.7% | +57.5% | -49.8% | +7.5% |
| All | +7.7% | +57.4% | -49.8% | +7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling