+19.8%
DDOG vs PCAR
+12.4%
+7.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +4.0% | -18.5% | -12.4% |
| 7D | -32.2% | +3.7% | -35.9% | -30.7% |
| 30D | -31.7% | -2.9% | -28.8% | -32.0% |
| 3M | -34.5% | -21.7% | -12.8% | -40.5% |
| 6M | +28.7% | -6.6% | +35.3% | +28.8% |
| YTD | +38.8% | -2.2% | +41.0% | +45.3% |
| 1Y | +19.8% | +12.2% | +7.6% | +44.6% |
| All | +19.8% | +12.4% | +7.4% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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