+489.1%
DDOG vs PEG
+49.0%
+440.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +3.9% | -0.9% | +4.8% | +4.1% |
| 30D | -8.2% | -3.7% | -4.5% | -7.4% |
| 3M | -5.6% | -7.3% | +1.7% | -4.0% |
| 6M | +73.5% | -10.5% | +84.0% | +77.2% |
| YTD | +62.7% | -7.5% | +70.2% | +64.2% |
| 1Y | +59.0% | -8.7% | +67.7% | +61.2% |
| 3Y | +117.1% | +31.4% | +85.8% | +94.1% |
| 5Y | +61.3% | +37.8% | +23.5% | +40.9% |
| All | +489.1% | +49.0% | +440.1% | +428.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling