+35.6%
PFE vs DDOG
+19.2%
+16.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -14.4% | +17.1% | +2.5% |
| 7D | +4.6% | -32.2% | +36.8% | +4.4% |
| 30D | +12.3% | -31.7% | +44.1% | +12.2% |
| 3M | +21.2% | -34.5% | +55.7% | +21.0% |
| 6M | +21.1% | +28.7% | -7.6% | +18.3% |
| YTD | +30.0% | +38.8% | -8.7% | +25.5% |
| 1Y | +35.6% | +19.8% | +15.8% | +31.4% |
| All | +35.6% | +19.2% | +16.4% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 DDOG 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