+365.0%
DDOG vs PEP
+31.3%
+333.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.2% | -7.7% | -7.5% |
| 7D | -34.3% | +6.7% | -41.0% | -35.5% |
| 30D | -37.2% | +13.5% | -50.8% | -39.5% |
| 3M | -38.3% | +3.9% | -42.3% | -39.2% |
| 6M | +19.8% | -6.0% | +25.8% | +21.2% |
| YTD | +28.4% | +2.5% | +25.9% | +24.4% |
| 1Y | +12.7% | +3.9% | +8.7% | +8.4% |
| 3Y | +112.8% | -4.7% | +117.5% | +105.7% |
| 5Y | -5.9% | +1.1% | -7.0% | -12.7% |
| All | +365.0% | +31.3% | +333.7% | +250.9% |
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