+631.4%
PWR vs DUOL
+1.6%
+629.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.2% | +5.3% |
| 7D | +4.2% | -7.0% | +11.2% | +5.0% |
| 30D | -4.0% | +6.7% | -10.8% | -5.1% |
| 3M | -4.8% | +16.0% | -20.8% | -7.6% |
| 6M | +14.6% | +45.4% | -30.8% | +6.9% |
| YTD | +54.2% | -18.1% | +72.4% | +55.8% |
| 1Y | +67.1% | -53.6% | +120.7% | +82.5% |
| 3Y | +218.5% | -11.0% | +229.4% | +204.8% |
| 5Y | +466.3% | -17.1% | +483.4% | +409.0% |
| All | +631.4% | +1.6% | +629.8% | +522.0% |
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