+17.9%
PSA vs DUOL
+1.6%
+16.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +0.7% |
| 7D | -1.8% | -7.0% | +5.2% | -1.4% |
| 30D | -8.4% | +6.7% | -15.1% | -8.8% |
| 3M | -7.8% | +16.0% | -23.9% | -8.8% |
| 6M | +0.8% | +45.4% | -44.6% | -1.8% |
| YTD | +16.5% | -18.1% | +34.6% | +17.3% |
| 1Y | +4.7% | -53.6% | +58.3% | +8.9% |
| 3Y | +21.1% | -11.0% | +32.0% | +17.1% |
| 5Y | +14.2% | -17.1% | +31.3% | +4.1% |
| All | +17.9% | +1.6% | +16.3% | +5.5% |
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 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