+117.3%
DDOG vs PENG
+101.4%
+15.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.4% | -7.3% | -1.8% |
| 7D | -10.1% | +4.5% | -14.7% | -10.8% |
| 30D | -24.8% | -7.1% | -17.7% | -24.2% |
| 3M | -12.6% | -27.3% | +14.7% | -10.4% |
| 6M | +79.9% | +169.6% | -89.6% | +44.6% |
| YTD | +56.6% | +164.6% | -108.0% | +25.5% |
| 1Y | +61.6% | +109.5% | -47.9% | +33.7% |
| All | +117.3% | +101.4% | +15.9% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling