+19.0%
PFE vs DDOG
+345.2%
-326.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.6% |
| 7D | -4.7% | -16.9% | +12.2% | -4.1% |
| 30D | +3.4% | -38.8% | +42.1% | +5.1% |
| 3M | +9.2% | -23.2% | +32.4% | +9.9% |
| 6M | +15.8% | -10.3% | +26.1% | +15.3% |
| YTD | +23.4% | +32.1% | -8.6% | +20.0% |
| 1Y | +25.8% | -6.1% | +31.9% | +24.3% |
| 3Y | +17.8% | +79.2% | -61.4% | +11.7% |
| 5Y | -20.2% | -8.6% | -11.6% | -23.2% |
| All | +19.0% | +345.2% | -326.1% | -7.8% |
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