-10.1%
DDOG vs PCG
-19.4%
+9.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.5% |
| 7D | -16.9% | -1.1% | -15.8% | -17.0% |
| 30D | -38.8% | +0.1% | -38.8% | -38.7% |
| 3M | -23.2% | -24.4% | +1.2% | -26.4% |
| 6M | -10.3% | -17.7% | +7.4% | -11.2% |
| YTD | +32.1% | -17.4% | +49.5% | +32.1% |
| All | -10.1% | -19.4% | +9.3% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling