+60.4%
DDOG vs PBF
+172.0%
-111.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.3% | +7.5% | +7.2% |
| 7D | +7.7% | +1.4% | +6.3% | +7.6% |
| 30D | -13.6% | +15.8% | -29.5% | -14.5% |
| 3M | -0.9% | +90.3% | -91.2% | -4.2% |
| 6M | +75.2% | +102.8% | -27.6% | +67.0% |
| YTD | +65.7% | +187.3% | -121.7% | +51.2% |
| 1Y | +60.4% | +161.8% | -101.5% | +56.1% |
| All | +60.4% | +172.0% | -111.6% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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