+467.1%
DDOG vs PFGC
+112.8%
+354.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | -10.1% | -2.2% | -7.9% | -9.8% |
| 30D | -24.8% | -11.9% | -12.9% | -23.1% |
| 3M | -12.6% | +5.0% | -17.6% | -13.7% |
| 6M | +79.9% | +8.6% | +71.3% | +76.1% |
| YTD | +56.6% | +9.7% | +46.9% | +52.2% |
| 1Y | +61.6% | -6.3% | +67.9% | +61.8% |
| 3Y | +117.9% | +58.2% | +59.7% | +96.3% |
| 5Y | +54.2% | +110.4% | -56.2% | +32.9% |
| All | +467.1% | +112.8% | +354.2% | +452.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling