+63.6%
DDOG vs PGR
+159.7%
-96.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | +3.9% | -0.6% | +4.5% | +3.9% |
| 30D | -8.2% | +4.9% | -13.1% | -8.6% |
| 3M | -5.6% | +7.6% | -13.2% | -6.3% |
| 6M | +73.5% | +8.3% | +65.3% | +71.8% |
| YTD | +62.7% | +1.7% | +60.9% | +62.0% |
| 1Y | +59.0% | -6.8% | +65.8% | +59.9% |
| 3Y | +117.1% | +73.4% | +43.7% | +94.2% |
| All | +63.6% | +159.7% | -96.2% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling