+390.4%
DDOG vs PEP
+33.8%
+356.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.7% |
| 7D | +2.9% | +2.9% | 0.0% | +2.2% |
| 30D | -31.6% | +12.5% | -44.1% | -33.9% |
| 3M | -27.0% | +4.5% | -31.5% | -28.1% |
| 6M | -10.3% | -0.5% | -9.8% | -10.6% |
| YTD | +35.4% | +4.4% | +31.0% | +30.7% |
| 1Y | -1.0% | +4.4% | -5.3% | -4.5% |
| 3Y | +76.7% | -3.4% | +80.0% | +70.5% |
| 5Y | -4.6% | +5.2% | -9.8% | -12.9% |
| All | +390.4% | +33.8% | +356.6% | +268.6% |
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