+19.8%
DDOG vs PBR
+74.7%
-54.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -7.0% | -7.4% | -14.7% |
| 7D | -32.2% | -11.0% | -21.2% | -32.7% |
| 30D | -31.7% | -18.8% | -13.0% | -33.1% |
| 3M | -34.5% | +7.8% | -42.3% | -33.9% |
| 6M | +28.7% | -7.6% | +36.2% | +29.1% |
| YTD | +38.8% | +72.7% | -33.9% | +26.7% |
| 1Y | +19.8% | +72.9% | -53.1% | +8.7% |
| All | +19.8% | +74.7% | -54.9% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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