-6.3%
DDOG vs PFGC
+129.3%
-135.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -19.1% | +15.0% | -34.1% | -24.9% |
| 30D | -39.2% | +17.0% | -56.2% | -44.4% |
| 3M | -31.6% | -2.5% | -29.1% | -31.7% |
| 6M | -10.9% | +19.2% | -30.1% | -20.7% |
| YTD | +31.2% | +23.4% | +7.7% | +11.6% |
| 1Y | -10.7% | +13.9% | -24.5% | -20.3% |
| 3Y | +72.1% | +82.0% | -9.9% | +8.3% |
| All | -6.3% | +129.3% | -135.6% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling