+24.6%
DDOG vs PEP
-7.3%
+31.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +1.6% |
| 7D | -23.9% | +2.9% | -26.8% | -21.2% |
| 30D | -34.0% | +14.2% | -48.2% | -27.3% |
| 3M | -21.9% | +3.2% | -25.1% | -18.0% |
| 6M | +24.6% | -7.4% | +32.0% | +25.2% |
| All | +24.6% | -7.3% | +31.9% | +25.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling