+61.7%
DDOG vs PEG
+35.4%
+26.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +3.2% | -0.9% | +4.1% | +3.4% |
| 30D | -10.2% | -2.8% | -7.4% | -9.7% |
| 3M | -2.6% | -6.9% | +4.3% | -1.4% |
| 6M | +80.1% | -11.4% | +91.5% | +84.0% |
| YTD | +63.0% | -7.4% | +70.4% | +64.0% |
| 1Y | +59.4% | -8.3% | +67.6% | +60.8% |
| 3Y | +127.0% | +31.5% | +95.5% | +100.8% |
| 5Y | +61.7% | +38.0% | +23.7% | +38.8% |
| All | +61.7% | +35.4% | +26.3% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling