+60.4%
DDOG vs PFGC
-8.5%
+68.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.2% | +8.4% | +6.9% |
| 7D | +7.7% | -3.7% | +11.4% | +7.0% |
| 30D | -13.6% | -16.0% | +2.3% | -16.2% |
| 3M | -0.9% | -4.1% | +3.2% | -1.7% |
| 6M | +75.2% | +8.7% | +66.5% | +77.2% |
| YTD | +65.7% | +6.4% | +59.3% | +70.6% |
| 1Y | +60.4% | -8.4% | +68.8% | +62.4% |
| All | +60.4% | -8.5% | +68.9% | +62.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling