+459.9%
DDOG vs PEGA
+0.3%
+459.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | +0.8% |
| 7D | -6.1% | -2.4% | -3.7% | -5.0% |
| 30D | -10.1% | +9.6% | -19.8% | -14.6% |
| 3M | -9.3% | +2.3% | -11.6% | -11.9% |
| 6M | +67.2% | -23.9% | +91.1% | +88.1% |
| YTD | +54.6% | -39.8% | +94.4% | +94.4% |
| 1Y | +54.1% | -37.4% | +91.5% | +87.2% |
| 3Y | +115.3% | +53.1% | +62.1% | +41.6% |
| 5Y | +50.6% | -47.2% | +97.9% | +83.4% |
| All | +459.9% | +0.3% | +459.5% | +299.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 10y: compounded portfolio wealth divided by compounded PEGA 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…
10y analysis · Full analysis span regression · 6 months rolling