-20.7%
PFE vs DDOG
+54.1%
-74.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.2% |
| 7D | +1.8% | -10.1% | +11.9% | +2.1% |
| 30D | +10.2% | -24.8% | +35.0% | +11.1% |
| 3M | +12.7% | -12.6% | +25.3% | +12.9% |
| 6M | +10.5% | +79.9% | -69.4% | +7.2% |
| YTD | +20.2% | +56.6% | -36.4% | +17.0% |
| 1Y | +24.1% | +61.6% | -37.5% | +20.5% |
| 3Y | -3.6% | +117.9% | -121.4% | -8.4% |
| All | -20.7% | +54.1% | -74.8% | -27.3% |
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