+19.8%
DDOG vs PEG
-6.2%
+26.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +0.6% | -15.0% | -14.1% |
| 7D | -32.2% | +1.0% | -33.2% | -31.8% |
| 30D | -31.7% | +6.6% | -38.3% | -29.6% |
| 3M | -34.5% | -3.1% | -31.4% | -34.9% |
| 6M | +28.7% | -7.4% | +36.0% | +28.0% |
| YTD | +38.8% | -6.4% | +45.2% | +31.1% |
| 1Y | +19.8% | -7.4% | +27.3% | +18.0% |
| All | +19.8% | -6.2% | +26.0% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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