+19.8%
DDOG vs PGR
+21.4%
-1.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +2.5% | -16.9% | -13.8% |
| 7D | -32.2% | +4.1% | -36.3% | -31.6% |
| 30D | -31.7% | +10.4% | -42.2% | -30.5% |
| 3M | -34.5% | +11.4% | -45.9% | -33.3% |
| 6M | +28.7% | +17.9% | +10.7% | +33.0% |
| YTD | +38.8% | +9.8% | +29.0% | +42.2% |
| 1Y | +19.8% | +19.3% | +0.5% | +29.5% |
| All | +19.8% | +21.4% | -1.5% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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