+61.6%
DDOG vs PCAR
+32.4%
+29.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.8% |
| 7D | -10.1% | -0.5% | -9.6% | -10.4% |
| 30D | -24.8% | -6.2% | -18.6% | -26.6% |
| 3M | -12.6% | +5.9% | -18.5% | -10.3% |
| 6M | +79.9% | +0.4% | +79.5% | +84.2% |
| YTD | +56.6% | +14.8% | +41.8% | +67.3% |
| 1Y | +61.6% | +30.1% | +31.5% | +80.7% |
| All | +61.6% | +32.4% | +29.2% | +80.7% |
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