+55.9%
PPL vs DUOL
-24.0%
+79.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.5% |
| 7D | -2.2% | +0.3% | -2.4% | -2.2% |
| 30D | +1.7% | +12.4% | -10.7% | +1.7% |
| 3M | +0.1% | +16.9% | -16.8% | +0.2% |
| 6M | -1.5% | +48.5% | -50.0% | -1.4% |
| YTD | +3.0% | -10.3% | +13.3% | +3.2% |
| 1Y | -1.4% | -15.6% | +14.2% | -1.2% |
| All | +55.9% | -24.0% | +79.8% | +58.4% |
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