+391.2%
DDOG vs PENG
+214.7%
+176.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.4% |
| 7D | +5.6% | +34.6% | -29.0% | -2.4% |
| 30D | -34.9% | -35.9% | +1.0% | -27.9% |
| 3M | -23.4% | -14.7% | -8.7% | -21.8% |
| 6M | -7.7% | +13.5% | -21.3% | -17.8% |
| YTD | +35.6% | +156.1% | -120.5% | -6.0% |
| 1Y | -3.4% | +141.3% | -144.7% | -32.1% |
| 3Y | +78.0% | +223.4% | -145.5% | +3.9% |
| 5Y | -4.4% | +67.4% | -71.8% | -37.5% |
| All | +391.2% | +214.7% | +176.5% | +139.0% |
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