+19.8%
DDOG vs PFG
+46.8%
-27.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +4.1% | -18.5% | -14.7% |
| 7D | -32.2% | +4.9% | -37.1% | -32.5% |
| 30D | -31.7% | +5.7% | -37.4% | -32.0% |
| 3M | -34.5% | +2.6% | -37.1% | -34.5% |
| 6M | +28.7% | +19.8% | +8.9% | +20.9% |
| YTD | +38.8% | +36.3% | +2.5% | +18.3% |
| 1Y | +19.8% | +47.9% | -28.1% | -7.9% |
| All | +19.8% | +46.8% | -27.0% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling