+467.1%
DDOG vs PEG
+50.4%
+416.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | -10.1% | +0.7% | -10.8% | -10.3% |
| 30D | -24.8% | -2.4% | -22.4% | -24.4% |
| 3M | -12.6% | -4.8% | -7.8% | -11.8% |
| 6M | +79.9% | -10.7% | +90.6% | +84.0% |
| YTD | +56.6% | -6.7% | +63.3% | +57.8% |
| 1Y | +61.6% | -6.8% | +68.4% | +63.0% |
| 3Y | +117.9% | +34.5% | +83.4% | +93.4% |
| 5Y | +54.2% | +35.8% | +18.5% | +35.5% |
| All | +467.1% | +50.4% | +416.7% | +407.8% |
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 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