+21.0%
PFE vs DDOG
+77.9%
-56.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -1.7% | +2.9% | -4.6% | -1.7% |
| 30D | +0.3% | -31.6% | +32.0% | +0.8% |
| 3M | +9.4% | -27.0% | +36.4% | +9.6% |
| 6M | +14.9% | -10.3% | +25.2% | +13.9% |
| YTD | +23.8% | +35.4% | -11.6% | +20.1% |
| 1Y | +19.5% | -1.0% | +20.5% | +17.4% |
| 3Y | +21.0% | +76.7% | -55.6% | +16.9% |
| All | +21.0% | +77.9% | -56.9% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling