+459.9%
DDOG vs PBR
+389.3%
+70.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -1.9% |
| 7D | -6.1% | +2.5% | -8.5% | -6.5% |
| 30D | -10.1% | +19.4% | -29.5% | -13.0% |
| 3M | -9.3% | +20.8% | -30.1% | -12.6% |
| 6M | +67.2% | +23.5% | +43.7% | +59.3% |
| YTD | +54.6% | +83.4% | -28.8% | +36.1% |
| 1Y | +54.1% | +77.6% | -23.5% | +36.3% |
| 3Y | +115.3% | +99.9% | +15.4% | +83.2% |
| 5Y | +50.6% | +567.7% | -517.1% | -4.1% |
| All | +459.9% | +389.3% | +70.6% | +225.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling