+42.4%
PG vs DDOG
+448.2%
-405.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -0.8% | +3.9% | -4.7% | -0.9% |
| 30D | +0.8% | -8.2% | +9.0% | +0.9% |
| 3M | -1.3% | -5.6% | +4.2% | -1.4% |
| 6M | -3.8% | +73.5% | -77.3% | -5.1% |
| YTD | +3.6% | +62.7% | -59.0% | +2.3% |
| 1Y | -5.7% | +59.0% | -64.7% | -7.1% |
| 3Y | +1.6% | +117.1% | -115.5% | -1.8% |
| 5Y | +14.6% | +61.3% | -46.7% | +9.7% |
| All | +42.4% | +448.2% | -405.9% | +11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling