-8.6%
DDOG vs PBF
+407.7%
-416.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.1% | -0.1% |
| 7D | -16.9% | -7.4% | -9.5% | -16.0% |
| 30D | -38.8% | -17.5% | -21.3% | -37.4% |
| 3M | -23.2% | +13.1% | -36.3% | -24.8% |
| 6M | -10.3% | +72.6% | -82.9% | -16.8% |
| YTD | +32.1% | +161.2% | -129.1% | +14.1% |
| 1Y | -6.1% | +93.3% | -99.4% | -15.4% |
| 3Y | +79.2% | +80.7% | -1.5% | +54.8% |
| 5Y | -8.6% | +396.1% | -404.7% | -28.1% |
| All | -8.6% | +407.7% | -416.4% | -28.1% |
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 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