+56.1%
DDOG vs PCG
-3.9%
+60.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -0.7% |
| 7D | -10.1% | -13.9% | +3.7% | -10.7% |
| 30D | -24.8% | -16.9% | -7.9% | -25.4% |
| 3M | -12.6% | -14.7% | +2.1% | -13.0% |
| 6M | +79.9% | -23.8% | +103.8% | +79.9% |
| YTD | +56.6% | -10.5% | +67.1% | +54.9% |
| All | +56.1% | -3.9% | +60.0% | +44.7% |
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