+53.1%
PRU vs DUOL
+3.5%
+49.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.2% | +3.1% | -1.8% |
| 7D | +1.9% | -7.8% | +9.7% | +2.5% |
| 30D | -0.4% | +11.8% | -12.3% | -1.4% |
| 3M | +16.4% | +24.1% | -7.7% | +14.2% |
| 6M | +26.0% | +43.6% | -17.6% | +21.9% |
| YTD | +9.9% | -16.6% | +26.5% | +10.3% |
| 1Y | +18.8% | -46.0% | +64.8% | +22.3% |
| 3Y | +45.4% | -6.5% | +51.8% | +41.6% |
| 5Y | +45.6% | -7.4% | +53.0% | +34.3% |
| All | +53.1% | +3.5% | +49.6% | +43.8% |
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