+61.6%
DDOG vs PFG
+51.4%
+10.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.4% |
| 7D | -10.1% | +5.5% | -15.7% | -11.7% |
| 30D | -24.8% | +2.4% | -27.2% | -25.4% |
| 3M | -12.6% | +13.6% | -26.2% | -16.6% |
| 6M | +79.9% | +27.9% | +52.1% | +60.8% |
| YTD | +56.6% | +35.6% | +21.0% | +35.5% |
| 1Y | +61.6% | +48.5% | +13.1% | +31.6% |
| All | +61.6% | +51.4% | +10.2% | +31.6% |
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