+117.1%
DDOG vs PBR
+99.7%
+17.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | +3.9% | +5.4% | -1.5% | +3.5% |
| 30D | -8.2% | +22.9% | -31.0% | -9.9% |
| 3M | -5.6% | +19.6% | -25.2% | -7.2% |
| 6M | +73.5% | +16.5% | +57.0% | +69.2% |
| YTD | +62.7% | +86.7% | -24.0% | +46.4% |
| 1Y | +59.0% | +74.7% | -15.7% | +44.6% |
| 3Y | +117.1% | +102.6% | +14.6% | +88.8% |
| All | +117.1% | +99.7% | +17.4% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling