+79.2%
DDOG vs PFG
+84.7%
-5.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | -1.1% |
| 7D | -16.9% | +2.3% | -19.2% | -17.7% |
| 30D | -38.8% | +7.6% | -46.4% | -40.6% |
| 3M | -23.2% | +2.5% | -25.7% | -24.3% |
| 6M | -10.3% | +16.6% | -26.9% | -16.9% |
| YTD | +32.1% | +34.1% | -2.0% | +13.8% |
| 1Y | -6.1% | +44.1% | -50.1% | -22.1% |
| 3Y | +79.2% | +86.3% | -7.1% | +21.1% |
| All | +79.2% | +84.7% | -5.5% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling