+391.0%
DDOG vs PFGC
+140.0%
+251.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | -2.3% | +1.5% | -3.8% | -2.6% |
| 30D | -35.8% | +17.4% | -53.2% | -38.1% |
| 3M | -25.3% | -2.4% | -22.9% | -25.5% |
| 6M | -8.9% | +18.2% | -27.1% | -12.6% |
| YTD | +35.6% | +23.7% | +11.9% | +28.0% |
| 1Y | -6.8% | +15.0% | -21.8% | -10.8% |
| 3Y | +77.9% | +82.3% | -4.5% | +55.2% |
| 5Y | -3.1% | +131.9% | -135.1% | -18.7% |
| All | +391.0% | +140.0% | +251.0% | +364.4% |
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 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