-1.0%
DDOG vs PBF
+90.5%
-91.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.2% |
| 7D | +2.9% | +6.5% | -3.6% | +2.6% |
| 30D | -31.6% | -20.0% | -11.6% | -31.3% |
| 3M | -27.0% | -3.3% | -23.7% | -27.0% |
| 6M | -10.3% | +76.8% | -87.1% | -10.8% |
| YTD | +35.4% | +168.9% | -133.5% | +34.8% |
| 1Y | -1.0% | +96.4% | -97.3% | +6.9% |
| All | -1.0% | +90.5% | -91.4% | +6.9% |
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