+115.3%
DDOG vs PFG
+71.3%
+44.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.7% |
| 7D | -6.1% | +6.0% | -12.1% | -8.4% |
| 30D | -10.1% | +2.2% | -12.3% | -11.0% |
| 3M | -9.3% | +10.4% | -19.6% | -13.3% |
| 6M | +67.2% | +27.8% | +39.4% | +48.9% |
| YTD | +54.6% | +33.6% | +20.9% | +34.7% |
| 1Y | +54.1% | +49.3% | +4.8% | +27.4% |
| 3Y | +115.3% | +69.7% | +45.5% | +76.2% |
| All | +115.3% | +71.3% | +44.0% | +76.2% |
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