+467.1%
DDOG vs PFG
+166.3%
+300.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.4% |
| 7D | -10.1% | +5.5% | -15.7% | -11.7% |
| 30D | -24.8% | +2.4% | -27.2% | -25.4% |
| 3M | -12.6% | +13.6% | -26.2% | -16.2% |
| 6M | +79.9% | +27.9% | +52.1% | +65.9% |
| YTD | +56.6% | +35.6% | +21.0% | +41.7% |
| 1Y | +61.6% | +48.5% | +13.1% | +42.0% |
| 3Y | +117.9% | +66.9% | +51.0% | +83.6% |
| 5Y | +54.2% | +111.0% | -56.7% | +24.1% |
| All | +467.1% | +166.3% | +300.7% | +338.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling