+378.3%
DDOG vs PCG
+13.4%
+365.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | -16.9% | -1.1% | -15.8% | -16.8% |
| 30D | -38.8% | +0.1% | -38.8% | -38.8% |
| 3M | -23.2% | -24.4% | +1.2% | -20.7% |
| 6M | -10.3% | -17.7% | +7.4% | -8.6% |
| YTD | +32.1% | -17.4% | +49.5% | +33.9% |
| 1Y | -6.1% | -19.4% | +13.3% | -4.5% |
| 3Y | +79.2% | -18.6% | +97.8% | +80.4% |
| 5Y | -8.6% | +10.2% | -18.8% | -12.4% |
| All | +378.3% | +13.4% | +365.0% | +371.9% |
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