+467.1%
DDOG vs PEGA
+4.7%
+462.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.4% |
| 7D | -10.1% | +3.3% | -13.4% | -11.7% |
| 30D | -24.8% | +17.7% | -42.6% | -31.0% |
| 3M | -12.6% | +5.8% | -18.4% | -16.5% |
| 6M | +79.9% | -20.3% | +100.2% | +97.8% |
| YTD | +56.6% | -37.1% | +93.7% | +92.8% |
| 1Y | +61.6% | -30.2% | +91.8% | +85.6% |
| 3Y | +117.9% | +48.1% | +69.8% | +47.1% |
| 5Y | +54.2% | -46.8% | +101.0% | +87.8% |
| All | +467.1% | +4.7% | +462.4% | +296.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling