+327.6%
PSX vs DUOL
+16.9%
+310.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.3% | +0.5% |
| 7D | +7.8% | +3.0% | +4.8% | +7.6% |
| 30D | -10.9% | +18.3% | -29.2% | -11.9% |
| 3M | +14.5% | +14.7% | -0.2% | +13.2% |
| 6M | +56.1% | +57.5% | -1.4% | +50.8% |
| YTD | +109.6% | -5.8% | +115.4% | +108.7% |
| 1Y | +95.5% | -11.4% | +106.9% | +95.3% |
| 3Y | +156.2% | -22.5% | +178.7% | +153.9% |
| 5Y | +310.0% | +6.6% | +303.4% | +269.6% |
| All | +327.6% | +16.9% | +310.7% | +288.8% |
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