+59.4%
DDOG vs PFG
+49.2%
+10.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | +3.2% | -3.0% | +6.2% | +4.2% |
| 30D | -10.2% | +2.5% | -12.6% | -10.9% |
| 3M | -2.6% | +6.1% | -8.7% | -4.9% |
| 6M | +80.1% | +31.3% | +48.9% | +57.8% |
| YTD | +63.0% | +33.6% | +29.5% | +40.7% |
| 1Y | +59.4% | +48.5% | +10.8% | +30.1% |
| All | +59.4% | +49.2% | +10.2% | +30.1% |
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