+391.0%
DDOG vs PCG
+13.0%
+378.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.3% | +3.5% |
| 7D | -2.3% | -2.2% | -0.1% | -2.0% |
| 30D | -35.8% | -0.5% | -35.4% | -35.8% |
| 3M | -25.3% | -24.0% | -1.3% | -22.9% |
| 6M | -8.9% | -18.6% | +9.7% | -7.1% |
| YTD | +35.6% | -17.7% | +53.3% | +37.5% |
| 1Y | -6.8% | -20.0% | +13.2% | -5.1% |
| 3Y | +77.9% | -20.2% | +98.1% | +79.6% |
| 5Y | -3.1% | +8.4% | -11.5% | -7.0% |
| All | +391.0% | +13.0% | +378.0% | +384.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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