-5.3%
PG vs DDOG
+61.3%
-66.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.4% |
| 7D | +1.9% | -10.1% | +12.0% | +1.1% |
| 30D | -0.2% | -24.8% | +24.6% | -2.0% |
| 3M | +4.8% | -12.6% | +17.4% | +4.3% |
| 6M | -6.1% | +79.9% | -86.0% | -0.7% |
| YTD | +4.5% | +56.6% | -52.1% | +9.5% |
| 1Y | -5.3% | +61.6% | -66.9% | -1.6% |
| All | -5.3% | +61.3% | -66.7% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling