+13.4%
PG vs DDOG
+61.1%
-47.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -0.8% | +3.9% | -4.7% | -0.8% |
| 30D | +0.8% | -8.2% | +9.0% | +0.8% |
| 3M | -1.3% | -5.6% | +4.2% | -1.3% |
| 6M | -3.8% | +73.5% | -77.3% | -3.5% |
| YTD | +3.6% | +62.7% | -59.0% | +4.0% |
| 1Y | -5.7% | +59.0% | -64.7% | -5.5% |
| 3Y | +1.6% | +117.1% | -115.5% | +0.9% |
| All | +13.4% | +61.1% | -47.8% | +9.1% |
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