+467.1%
DDOG vs PEP
+26.6%
+440.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -10.1% | -1.4% | -8.8% | -9.8% |
| 30D | -24.8% | +0.2% | -25.0% | -24.9% |
| 3M | -12.6% | -1.1% | -11.5% | -12.6% |
| 6M | +79.9% | -13.5% | +93.4% | +86.8% |
| YTD | +56.6% | -1.2% | +57.8% | +53.7% |
| 1Y | +61.6% | -1.6% | +63.1% | +58.1% |
| 3Y | +117.9% | -12.5% | +130.4% | +119.5% |
| 5Y | +54.2% | +3.0% | +51.2% | +40.2% |
| All | +467.1% | +26.6% | +440.4% | +333.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling