-2.9%
PTC vs DUOL
+9.2%
-12.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.7% | -3.3% | -5.6% |
| 7D | -10.3% | +5.1% | -15.4% | -11.0% |
| 30D | +1.1% | +14.1% | -13.0% | -1.3% |
| 3M | +1.6% | +41.5% | -39.9% | -4.5% |
| 6M | -13.5% | +60.6% | -74.1% | -20.6% |
| YTD | -19.1% | -12.0% | -7.1% | -18.9% |
| 1Y | -33.9% | -43.4% | +9.5% | -29.7% |
| 3Y | -3.9% | +3.7% | -7.6% | -10.9% |
| 5Y | +6.0% | -5.3% | +11.3% | -9.8% |
| All | -2.9% | +9.2% | -12.1% | -18.7% |
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 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