-14.8%
PNR vs DUOL
-9.6%
-5.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.2% |
| 7D | -6.0% | -7.0% | +1.0% | -5.4% |
| 30D | -14.0% | +6.7% | -20.7% | -14.6% |
| 3M | -21.7% | +16.0% | -37.7% | -23.2% |
| 6M | -37.3% | +45.4% | -82.7% | -40.3% |
| YTD | -45.1% | -18.1% | -27.0% | -44.4% |
| 1Y | -49.1% | -53.6% | +4.4% | -45.2% |
| 3Y | -14.8% | -11.0% | -3.9% | -18.4% |
| All | -14.8% | -9.6% | -5.2% | -18.4% |
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