-33.9%
PTC vs DUOL
-43.9%
+10.0%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.7% | -3.3% | -5.5% |
| 7D | -10.3% | +5.1% | -15.4% | -11.2% |
| 30D | +1.1% | +14.1% | -13.0% | -2.0% |
| 3M | +1.6% | +41.5% | -39.9% | -6.5% |
| 6M | -13.5% | +60.6% | -74.1% | -22.8% |
| YTD | -19.1% | -12.0% | -7.1% | -19.6% |
| 1Y | -33.9% | -43.4% | +9.5% | -28.6% |
| All | -33.9% | -43.9% | +10.0% | -28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling