+499.9%
DDOG vs PFG
+160.3%
+339.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.9% | +8.0% | +7.4% |
| 7D | +7.7% | +3.2% | +4.5% | +6.6% |
| 30D | -13.6% | +0.9% | -14.6% | -13.9% |
| 3M | -0.9% | +7.7% | -8.6% | -3.4% |
| 6M | +75.2% | +29.0% | +46.3% | +61.2% |
| YTD | +65.7% | +32.5% | +33.2% | +50.9% |
| 1Y | +60.4% | +47.3% | +13.1% | +41.3% |
| 3Y | +130.7% | +68.2% | +62.4% | +94.0% |
| 5Y | +59.9% | +108.5% | -48.6% | +29.4% |
| All | +499.9% | +160.3% | +339.7% | +366.9% |
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