+19.7%
PFE vs DDOG
+343.7%
-324.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.2% | -1.7% |
| 7D | -3.7% | -23.9% | +20.2% | -2.8% |
| 30D | +5.0% | -34.0% | +39.0% | +6.4% |
| 3M | +12.2% | -21.9% | +34.1% | +12.8% |
| 6M | +14.6% | +24.6% | -10.0% | +12.1% |
| YTD | +24.1% | +31.7% | -7.5% | +20.7% |
| 1Y | +26.6% | -6.2% | +32.7% | +25.1% |
| 3Y | +14.3% | +125.1% | -110.8% | +6.9% |
| 5Y | -21.9% | -3.5% | -18.4% | -25.2% |
| All | +19.7% | +343.7% | -324.0% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling