+61.7%
DDOG vs PBR
+558.3%
-496.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.7% | -1.8% |
| 7D | +3.2% | +4.2% | -1.0% | +2.7% |
| 30D | -10.2% | +22.7% | -32.9% | -12.5% |
| 3M | -2.6% | +21.5% | -24.1% | -5.1% |
| 6M | +80.1% | +24.0% | +56.1% | +73.7% |
| YTD | +63.0% | +88.2% | -25.2% | +47.2% |
| 1Y | +59.4% | +74.8% | -15.5% | +45.4% |
| 3Y | +127.0% | +105.1% | +21.9% | +99.9% |
| 5Y | +61.7% | +572.2% | -510.6% | +17.6% |
| All | +61.7% | +558.3% | -496.7% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling