+115.3%
DDOG vs PFGC
+63.1%
+52.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.8% |
| 7D | -6.1% | -2.4% | -3.7% | -5.6% |
| 30D | -10.1% | -15.8% | +5.6% | -6.7% |
| 3M | -9.3% | -0.6% | -8.7% | -9.9% |
| 6M | +67.2% | +10.7% | +56.5% | +60.5% |
| YTD | +54.6% | +7.6% | +47.0% | +48.1% |
| 1Y | +54.1% | -7.8% | +61.9% | +57.2% |
| 3Y | +115.3% | +63.7% | +51.5% | +72.7% |
| All | +115.3% | +63.1% | +52.2% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling