+50.6%
DDOG vs PBF
+735.5%
-684.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.3% | -4.5% | -1.6% |
| 7D | -6.1% | +2.4% | -8.5% | -6.3% |
| 30D | -10.1% | +24.9% | -35.0% | -12.5% |
| 3M | -9.3% | +81.9% | -91.1% | -15.6% |
| 6M | +67.2% | +79.4% | -12.2% | +54.4% |
| YTD | +54.6% | +188.3% | -133.7% | +33.7% |
| 1Y | +54.1% | +177.3% | -123.2% | +33.7% |
| 3Y | +115.3% | +56.0% | +59.3% | +90.5% |
| 5Y | +50.6% | +804.0% | -753.4% | +28.9% |
| All | +50.6% | +735.5% | -684.9% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling