+391.0%
DDOG vs PCAR
+190.7%
+200.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +0.9% | +2.8% |
| 7D | -2.3% | +2.2% | -4.5% | -2.8% |
| 30D | -35.8% | +0.3% | -36.2% | -36.0% |
| 3M | -25.3% | -17.9% | -7.4% | -21.9% |
| 6M | -8.9% | -3.4% | -5.5% | -9.1% |
| YTD | +35.6% | -0.1% | +35.7% | +32.6% |
| 1Y | -6.8% | +13.4% | -20.2% | -12.6% |
| 3Y | +77.9% | +37.2% | +40.7% | +51.0% |
| 5Y | -3.1% | +117.3% | -120.5% | -30.2% |
| All | +391.0% | +190.7% | +200.3% | +196.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling