+390.4%
DDOG vs PEG
+56.2%
+334.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | +2.9% | +4.5% | -1.6% | +1.9% |
| 30D | -31.6% | +7.5% | -39.2% | -32.9% |
| 3M | -27.0% | +0.8% | -27.8% | -27.3% |
| 6M | -10.3% | 0.0% | -10.3% | -10.8% |
| YTD | +35.4% | -3.0% | +38.5% | +35.0% |
| 1Y | -1.0% | -4.7% | +3.8% | -0.8% |
| 3Y | +76.7% | +36.5% | +40.2% | +56.7% |
| 5Y | -4.6% | +44.4% | -49.0% | -17.6% |
| All | +390.4% | +56.2% | +334.2% | +334.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling