+55.0%
DDOG vs PCG
+58.3%
-3.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.4% |
| 7D | -10.1% | -13.9% | +3.7% | -7.5% |
| 30D | -24.8% | -16.9% | -7.9% | -22.0% |
| 3M | -12.6% | -14.7% | +2.1% | -10.2% |
| 6M | +79.9% | -23.8% | +103.8% | +90.7% |
| YTD | +56.6% | -10.5% | +67.1% | +56.6% |
| 1Y | +61.6% | -5.1% | +66.7% | +57.9% |
| 3Y | +117.9% | -11.6% | +129.5% | +109.5% |
| All | +55.0% | +58.3% | -3.3% | +24.5% |
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