-3.6%
DDOG vs PCG
+10.2%
-13.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -0.7% |
| 7D | +2.9% | +2.2% | +0.7% | +2.3% |
| 30D | -31.6% | +0.8% | -32.4% | -31.8% |
| 3M | -27.0% | -23.8% | -3.2% | -22.6% |
| 6M | -10.3% | -19.6% | +9.3% | -6.9% |
| YTD | +35.4% | -16.7% | +52.2% | +37.3% |
| 1Y | -1.0% | -19.4% | +18.4% | +1.5% |
| 3Y | +76.7% | -18.3% | +95.0% | +72.4% |
| All | -3.6% | +10.2% | -13.8% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling