+467.1%
DDOG vs PENG
+225.1%
+241.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.4% | -7.3% | -2.4% |
| 7D | -10.1% | +4.5% | -14.7% | -11.2% |
| 30D | -24.8% | -7.1% | -17.7% | -23.8% |
| 3M | -12.6% | -27.3% | +14.7% | -9.6% |
| 6M | +79.9% | +169.6% | -89.6% | +26.3% |
| YTD | +56.6% | +164.6% | -108.0% | +9.4% |
| 1Y | +61.6% | +109.5% | -47.9% | +18.9% |
| 3Y | +117.9% | +98.9% | +19.0% | +43.5% |
| 5Y | +54.2% | +116.3% | -62.0% | -3.4% |
| All | +467.1% | +225.1% | +241.9% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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