-28.2%
PPG vs DUOL
+2.7%
-30.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.2% | -2.3% |
| 7D | -5.1% | -8.6% | +3.5% | -4.6% |
| 30D | -9.6% | +7.2% | -16.7% | -10.1% |
| 3M | -6.4% | +19.1% | -25.5% | -7.9% |
| 6M | +0.5% | +52.5% | -52.0% | -3.3% |
| YTD | +4.4% | -17.3% | +21.7% | +5.2% |
| 1Y | -0.9% | -49.2% | +48.3% | +3.3% |
| 3Y | -17.0% | -7.3% | -9.7% | -19.9% |
| 5Y | -23.7% | -16.3% | -7.4% | -30.7% |
| All | -28.2% | +2.7% | -30.9% | -35.0% |
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 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