+55.7%
PRU vs DUOL
-20.7%
+76.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.8% | -5.0% | -0.7% |
| 7D | -2.8% | +1.8% | -4.6% | -3.0% |
| 30D | +8.5% | +11.1% | -2.6% | +6.9% |
| 3M | +1.7% | +21.2% | -19.4% | -0.7% |
| 6M | +24.8% | +56.1% | -31.3% | +18.3% |
| YTD | +13.3% | -6.5% | +19.8% | +11.9% |
| 1Y | +21.4% | -15.8% | +37.2% | +20.8% |
| All | +55.7% | -20.7% | +76.4% | +52.8% |
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 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