-1.0%
DDOG vs PEG
-5.8%
+4.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | +0.9% |
| 7D | +2.9% | +4.5% | -1.6% | +6.4% |
| 30D | -31.6% | +7.5% | -39.2% | -27.4% |
| 3M | -27.0% | +0.8% | -27.8% | -26.1% |
| 6M | -10.3% | 0.0% | -10.3% | -9.2% |
| YTD | +35.4% | -3.0% | +38.5% | +32.5% |
| 1Y | -1.0% | -4.7% | +3.8% | -2.5% |
| All | -1.0% | -5.8% | +4.8% | -2.5% |
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 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