+103.2%
DDOG vs PCOR
-10.3%
+113.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.8% |
| 7D | -23.9% | +22.7% | -46.6% | -36.1% |
| 30D | -34.0% | +37.5% | -71.5% | -48.8% |
| 3M | -21.9% | +35.2% | -57.1% | -39.6% |
| 6M | +24.6% | +42.2% | -17.7% | -8.4% |
| YTD | +31.7% | +3.6% | +28.1% | +18.8% |
| 1Y | -6.2% | -4.8% | -1.4% | -10.3% |
| 3Y | +125.1% | +48.3% | +76.7% | +42.5% |
| 5Y | -3.5% | -20.1% | +16.6% | -23.3% |
| All | +103.2% | -10.3% | +113.5% | +56.1% |
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