+489.1%
DDOG vs PBR
+398.0%
+91.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | +3.9% | +5.4% | -1.5% | +2.9% |
| 30D | -8.2% | +22.9% | -31.0% | -11.6% |
| 3M | -5.6% | +19.6% | -25.2% | -8.9% |
| 6M | +73.5% | +16.5% | +57.0% | +67.2% |
| YTD | +62.7% | +86.7% | -24.0% | +42.8% |
| 1Y | +59.0% | +74.7% | -15.7% | +41.1% |
| 3Y | +117.1% | +102.6% | +14.6% | +84.3% |
| 5Y | +61.3% | +566.6% | -505.3% | +2.8% |
| All | +489.1% | +398.0% | +91.1% | +241.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling