+467.1%
DDOG vs PCG
+22.9%
+444.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.2% |
| 7D | -10.1% | -13.9% | +3.7% | -8.6% |
| 30D | -24.8% | -16.9% | -7.9% | -23.2% |
| 3M | -12.6% | -14.7% | +2.1% | -11.1% |
| 6M | +79.9% | -23.8% | +103.8% | +85.6% |
| YTD | +56.6% | -10.5% | +67.1% | +57.3% |
| 1Y | +61.6% | -5.1% | +66.7% | +60.7% |
| 3Y | +117.9% | -11.6% | +129.5% | +117.0% |
| 5Y | +54.2% | +59.0% | -4.8% | +42.0% |
| All | +467.1% | +22.9% | +444.2% | +454.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling