-6.4%
DDOG vs PCAR
+101.4%
-107.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.8% |
| 6M | +24.6% | -12.0% | +36.6% | +27.0% |
| YTD | +31.7% | -6.1% | +37.8% | +29.5% |
| 1Y | -6.2% | +6.3% | -12.5% | -12.4% |
| 3Y | +125.1% | +31.8% | +93.3% | +72.9% |
| All | -6.4% | +101.4% | -107.8% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling