+376.8%
DDOG vs PCAR
+173.3%
+203.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +5.0% | +3.1% |
| 7D | -23.9% | +0.1% | -24.0% | -24.1% |
| 30D | -34.0% | -4.6% | -29.4% | -33.5% |
| 3M | -21.9% | -22.6% | +0.7% | -17.4% |
| 6M | +24.6% | -12.0% | +36.6% | +26.8% |
| YTD | +31.7% | -6.1% | +37.8% | +30.5% |
| 1Y | -6.2% | +6.3% | -12.5% | -10.7% |
| 3Y | +125.1% | +31.8% | +93.3% | +92.2% |
| 5Y | -3.5% | +104.2% | -107.7% | -29.5% |
| All | +376.8% | +173.3% | +203.6% | +191.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling