+467.1%
DDOG vs PCAR
+234.1%
+232.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -10.1% | -0.5% | -9.6% | -10.0% |
| 30D | -24.8% | -6.2% | -18.6% | -23.6% |
| 3M | -12.6% | +5.9% | -18.5% | -14.2% |
| 6M | +79.9% | +0.4% | +79.5% | +78.3% |
| YTD | +56.6% | +14.8% | +41.8% | +48.5% |
| 1Y | +61.6% | +30.1% | +31.5% | +46.5% |
| 3Y | +117.9% | +66.7% | +51.2% | +76.0% |
| 5Y | +54.2% | +166.1% | -111.9% | +6.4% |
| All | +467.1% | +234.1% | +232.9% | +232.0% |
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