-13.8%
PNR vs DUOL
-1.5%
-12.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.9% | +3.0% | -1.4% |
| 7D | -3.9% | -11.8% | +7.9% | -2.7% |
| 30D | -13.8% | +1.5% | -15.3% | -14.0% |
| 3M | -22.5% | +18.1% | -40.7% | -24.3% |
| 6M | -37.2% | +38.7% | -75.8% | -39.9% |
| YTD | -44.2% | -20.7% | -23.6% | -43.5% |
| 1Y | -46.6% | -49.1% | +2.4% | -43.7% |
| 3Y | -12.5% | -11.0% | -1.5% | -15.8% |
| 5Y | -19.3% | -18.0% | -1.4% | -27.3% |
| All | -13.8% | -1.5% | -12.3% | -23.3% |
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