+13.2%
PFE vs DDOG
+421.0%
-407.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.1% | -2.3% |
| 7D | -2.7% | -6.1% | +3.4% | -2.4% |
| 30D | +3.8% | -10.1% | +14.0% | +4.2% |
| 3M | +10.4% | -9.3% | +19.6% | +10.5% |
| 6M | +6.3% | +67.2% | -60.9% | +2.9% |
| YTD | +17.4% | +54.6% | -37.2% | +13.8% |
| 1Y | +21.1% | +54.1% | -32.9% | +17.3% |
| 3Y | -1.6% | +115.3% | -116.9% | -7.3% |
| 5Y | -22.2% | +50.6% | -72.8% | -27.0% |
| All | +13.2% | +421.0% | -407.9% | -12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling