+79.2%
DDOG vs PCAR
+36.1%
+43.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | +0.3% |
| 7D | -16.9% | +2.9% | -19.8% | -16.9% |
| 30D | -38.8% | -2.1% | -36.6% | -38.7% |
| 3M | -23.2% | -20.4% | -2.9% | -22.4% |
| 6M | -10.3% | -7.0% | -3.3% | -10.2% |
| YTD | +32.1% | -2.6% | +34.7% | +30.0% |
| 1Y | -6.1% | +9.8% | -15.9% | -9.8% |
| 3Y | +79.2% | +37.3% | +42.0% | +37.1% |
| All | +79.2% | +36.1% | +43.1% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling