-7.2%
PTC vs DUOL
-5.7%
-1.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.2% | -0.3% | -4.6% |
| 7D | -12.8% | -7.8% | -5.0% | -11.6% |
| 30D | -9.8% | +11.8% | -21.6% | -11.5% |
| 3M | -2.1% | +24.1% | -26.2% | -6.1% |
| 6M | -18.1% | +43.6% | -61.7% | -23.6% |
| YTD | -23.5% | -16.6% | -6.9% | -22.9% |
| 1Y | -37.4% | -46.0% | +8.7% | -33.1% |
| 3Y | -7.2% | -6.5% | -0.8% | -10.7% |
| All | -7.2% | -5.7% | -1.5% | -10.7% |
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