-21.5%
PFE vs DDOG
-3.9%
-17.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.2% | -1.7% |
| 7D | -3.7% | -23.9% | +20.2% | -3.2% |
| 30D | +5.0% | -34.0% | +39.0% | +5.8% |
| 3M | +12.2% | -21.9% | +34.1% | +12.4% |
| 6M | +14.6% | +24.6% | -10.0% | +12.7% |
| YTD | +24.1% | +31.7% | -7.5% | +21.5% |
| 1Y | +26.6% | -6.2% | +32.7% | +25.2% |
| 3Y | +14.3% | +125.1% | -110.8% | +9.2% |
| All | -21.5% | -3.9% | -17.6% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling