+79.2%
DDOG vs PBF
+74.2%
+5.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.1% | -0.1% |
| 7D | -16.9% | -7.4% | -9.5% | -15.9% |
| 30D | -38.8% | -17.5% | -21.3% | -37.3% |
| 3M | -23.2% | +13.1% | -36.3% | -25.0% |
| 6M | -10.3% | +72.6% | -82.9% | -17.5% |
| YTD | +32.1% | +161.2% | -129.1% | +10.8% |
| 1Y | -6.1% | +93.3% | -99.4% | -16.5% |
| 3Y | +79.2% | +80.7% | -1.5% | +44.5% |
| All | +79.2% | +74.2% | +5.0% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling