+59.7%
PNC vs DUOL
+1.6%
+58.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -0.6% | -7.0% | +6.4% | -0.1% |
| 30D | -4.4% | +6.7% | -11.1% | -4.9% |
| 3M | +5.2% | +16.0% | -10.8% | +3.8% |
| 6M | +20.6% | +45.4% | -24.8% | +16.8% |
| YTD | +19.8% | -18.1% | +37.9% | +20.4% |
| 1Y | +24.4% | -53.6% | +78.0% | +29.6% |
| 3Y | +131.2% | -11.0% | +142.2% | +125.6% |
| 5Y | +53.1% | -17.1% | +70.2% | +41.2% |
| All | +59.7% | +1.6% | +58.1% | +51.1% |
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 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