+103.8%
DDOG vs PCOR
-9.0%
+112.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.6% |
| 7D | -16.9% | +22.2% | -39.1% | -29.9% |
| 30D | -38.8% | +36.0% | -74.8% | -52.2% |
| 3M | -23.2% | +34.0% | -57.2% | -40.2% |
| 6M | -10.3% | +43.5% | -53.8% | -34.4% |
| YTD | +32.1% | +5.1% | +27.0% | +18.1% |
| 1Y | -6.1% | -3.9% | -2.1% | -10.7% |
| 3Y | +79.2% | +52.9% | +26.3% | +10.5% |
| 5Y | -8.6% | -18.7% | +10.0% | -28.0% |
| All | +103.8% | -9.0% | +112.8% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling