+63.7%
PTC vs DUOL
-5.7%
+69.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.8% | -5.0% | -1.0% |
| 7D | +0.5% | +1.8% | -1.3% | +0.2% |
| 30D | +0.9% | +11.1% | -10.2% | -1.5% |
| 3M | +30.4% | +21.2% | +9.2% | +25.1% |
| 6M | +34.4% | +56.1% | -21.7% | +22.7% |
| YTD | +12.6% | -6.5% | +19.1% | +10.8% |
| 1Y | +10.2% | -15.8% | +26.0% | +10.1% |
| 3Y | +29.4% | -22.4% | +51.8% | +24.7% |
| 5Y | +63.7% | +8.3% | +55.4% | +31.8% |
| All | +63.7% | -5.7% | +69.5% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling