-3.4%
DDOG vs PCG
-20.7%
+17.3%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | -0.1% |
| 7D | +5.6% | -2.0% | +7.6% | +5.3% |
| 30D | -34.9% | -2.7% | -32.2% | -35.1% |
| 3M | -23.4% | -25.1% | +1.6% | -26.7% |
| 6M | -7.7% | -22.3% | +14.6% | -10.2% |
| YTD | +35.6% | -18.5% | +54.1% | +35.4% |
| 1Y | -3.4% | -21.8% | +18.5% | -4.2% |
| All | -3.4% | -20.7% | +17.3% | -4.2% |
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