+490.5%
DDOG vs PFGC
+103.6%
+386.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -1.3% |
| 7D | +3.2% | -4.8% | +8.1% | +4.2% |
| 30D | -10.2% | -17.2% | +7.1% | -7.0% |
| 3M | -2.6% | -6.3% | +3.7% | -1.7% |
| 6M | +80.1% | +8.8% | +71.3% | +76.1% |
| YTD | +63.0% | +4.9% | +58.1% | +59.8% |
| 1Y | +59.4% | -9.5% | +68.9% | +60.5% |
| 3Y | +127.0% | +59.6% | +67.4% | +104.3% |
| 5Y | +61.7% | +113.5% | -51.8% | +39.7% |
| All | +490.5% | +103.6% | +386.9% | +479.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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