+57.4%
PNC vs DUOL
-1.5%
+58.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | -0.6% |
| 7D | -0.7% | -11.8% | +11.1% | 0.0% |
| 30D | -4.4% | +1.5% | -5.9% | -4.6% |
| 3M | +4.5% | +18.1% | -13.6% | +3.0% |
| 6M | +19.1% | +38.7% | -19.6% | +15.7% |
| YTD | +18.0% | -20.7% | +38.7% | +18.9% |
| 1Y | +24.1% | -49.1% | +73.1% | +28.2% |
| 3Y | +130.0% | -11.0% | +141.0% | +124.4% |
| 5Y | +50.4% | -18.0% | +68.4% | +39.2% |
| All | +57.4% | -1.5% | +58.9% | +49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling