+130.1%
PNC vs DUOL
-8.7%
+138.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | +0.7% |
| 7D | -0.9% | -8.6% | +7.7% | -0.4% |
| 30D | -4.4% | +7.2% | -11.6% | -4.9% |
| 3M | +5.3% | +19.1% | -13.8% | +3.8% |
| 6M | +19.6% | +52.5% | -32.9% | +15.4% |
| YTD | +19.1% | -17.3% | +36.4% | +20.0% |
| 1Y | +24.3% | -49.2% | +73.5% | +29.1% |
| All | +130.1% | -8.7% | +138.7% | +131.0% |
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