+46.7%
PPL vs DUOL
+3.5%
+43.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.1% | 0.0% |
| 7D | +1.8% | -7.8% | +9.6% | +1.9% |
| 30D | -1.1% | +11.8% | -12.9% | -1.3% |
| 3M | 0.0% | +24.1% | -24.1% | -0.4% |
| 6M | -7.6% | +43.6% | -51.2% | -8.3% |
| YTD | +1.7% | -16.6% | +18.3% | +2.0% |
| 1Y | +1.5% | -46.0% | +47.6% | +2.5% |
| 3Y | +55.3% | -6.5% | +61.7% | +52.6% |
| 5Y | +37.7% | -7.4% | +45.1% | +30.8% |
| All | +46.7% | +3.5% | +43.2% | +38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling