+20.0%
PSA vs DUOL
+3.5%
+16.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.1% | +0.2% |
| 7D | -0.4% | -7.8% | +7.4% | 0.0% |
| 30D | -8.2% | +11.8% | -20.0% | -8.8% |
| 3M | -2.1% | +24.1% | -26.2% | -3.5% |
| 6M | -0.2% | +43.6% | -43.8% | -2.7% |
| YTD | +18.5% | -16.6% | +35.1% | +19.2% |
| 1Y | +6.6% | -46.0% | +52.6% | +9.8% |
| 3Y | +24.5% | -6.5% | +30.9% | +20.0% |
| 5Y | +13.6% | -7.4% | +21.0% | +3.2% |
| All | +20.0% | +3.5% | +16.4% | +7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling