+365.0%
DDOG vs PENG
+133.8%
+231.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -23.0% | +15.5% | -1.6% |
| 7D | -34.3% | -36.7% | +2.4% | -26.4% |
| 30D | -37.2% | -42.0% | +4.8% | -28.5% |
| 3M | -38.3% | -33.2% | -5.1% | -32.9% |
| 6M | +19.8% | +2.1% | +17.7% | +9.4% |
| YTD | +28.4% | +90.3% | -61.9% | -3.7% |
| 1Y | +12.7% | +67.7% | -55.0% | -12.8% |
| 3Y | +112.8% | +154.2% | -41.4% | +32.1% |
| 5Y | -5.9% | +28.3% | -34.2% | -33.7% |
| All | +365.0% | +133.8% | +231.2% | +145.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling