+57.2%
PPL vs DUOL
-0.2%
+57.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -0.5% |
| 7D | +0.4% | +21.9% | -21.5% | +0.5% |
| 30D | +5.4% | +5.7% | -0.3% | +5.5% |
| 3M | +4.3% | +30.9% | -26.6% | +4.4% |
| 6M | -1.3% | +52.8% | -54.1% | -1.1% |
| YTD | +4.7% | -8.6% | +13.3% | +4.9% |
| 1Y | +1.3% | -17.2% | +18.5% | +1.4% |
| 3Y | +57.2% | +2.0% | +55.3% | +61.5% |
| All | +57.2% | -0.2% | +57.5% | +61.5% |
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