-3.4%
DDOG vs PENG
+136.5%
-139.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | +5.6% | +34.6% | -29.0% | +0.1% |
| 30D | -34.9% | -35.9% | +1.0% | -31.7% |
| 3M | -23.4% | -14.7% | -8.7% | -22.1% |
| 6M | -7.7% | +13.5% | -21.3% | -12.5% |
| YTD | +35.6% | +156.1% | -120.5% | +8.9% |
| 1Y | -3.4% | +141.3% | -144.7% | -21.4% |
| All | -3.4% | +136.5% | -139.9% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling