-6.4%
DDOG vs PENG
+42.1%
-48.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +12.4% | -9.8% | -0.8% |
| 7D | -23.9% | -19.4% | -4.5% | -19.8% |
| 30D | -34.0% | -42.4% | +8.4% | -24.3% |
| 3M | -21.9% | -25.6% | +3.7% | -17.2% |
| 6M | +24.6% | +7.3% | +17.3% | +10.8% |
| YTD | +31.7% | +113.9% | -82.2% | -8.2% |
| 1Y | -6.2% | +93.6% | -99.7% | -32.7% |
| 3Y | +125.1% | +170.2% | -45.2% | +23.7% |
| All | -6.4% | +42.1% | -48.5% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling