+391.0%
DDOG vs PFG
+161.8%
+229.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +3.7% |
| 7D | -2.3% | -2.2% | -0.1% | -1.6% |
| 30D | -35.8% | +6.4% | -42.2% | -37.2% |
| 3M | -25.3% | +2.2% | -27.5% | -26.2% |
| 6M | -8.9% | +16.3% | -25.1% | -13.7% |
| YTD | +35.6% | +33.2% | +2.3% | +22.8% |
| 1Y | -6.8% | +40.6% | -47.4% | -17.1% |
| 3Y | +77.9% | +83.3% | -5.5% | +45.6% |
| 5Y | -3.1% | +97.7% | -100.9% | -21.4% |
| All | +391.0% | +161.8% | +229.2% | +279.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling