+467.1%
DDOG vs PBF
+239.9%
+227.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.8% |
| 7D | -10.1% | +4.3% | -14.4% | -10.5% |
| 30D | -24.8% | +22.0% | -46.8% | -26.0% |
| 3M | -12.6% | +74.5% | -87.1% | -16.4% |
| 6M | +79.9% | +67.7% | +12.3% | +71.7% |
| YTD | +56.6% | +179.2% | -122.6% | +43.1% |
| 1Y | +61.6% | +170.0% | -108.4% | +47.9% |
| 3Y | +117.9% | +66.4% | +51.5% | +101.6% |
| 5Y | +54.2% | +764.5% | -710.3% | +30.1% |
| All | +467.1% | +239.9% | +227.2% | +387.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling