+115.3%
DDOG vs PEG
+34.5%
+80.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.3% |
| 7D | -6.1% | +1.0% | -7.1% | -6.1% |
| 30D | -10.1% | -1.9% | -8.3% | -10.1% |
| 3M | -9.3% | -3.7% | -5.6% | -9.3% |
| 6M | +67.2% | -9.4% | +76.6% | +68.0% |
| YTD | +54.6% | -6.0% | +60.6% | +54.1% |
| 1Y | +54.1% | -4.4% | +58.4% | +53.4% |
| 3Y | +115.3% | +33.5% | +81.7% | +129.4% |
| All | +115.3% | +34.5% | +80.8% | +129.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling