+459.9%
DDOG vs PEP
+27.4%
+432.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -6.1% | +0.1% | -6.2% | -6.1% |
| 30D | -10.1% | +0.7% | -10.8% | -10.4% |
| 3M | -9.3% | -0.5% | -8.7% | -9.4% |
| 6M | +67.2% | -11.3% | +78.5% | +72.2% |
| YTD | +54.6% | -0.6% | +55.2% | +51.5% |
| 1Y | +54.1% | +1.7% | +52.4% | +48.9% |
| 3Y | +115.3% | -12.5% | +127.7% | +117.3% |
| 5Y | +50.6% | +3.9% | +46.7% | +36.6% |
| All | +459.9% | +27.4% | +432.5% | +327.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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