+109.2%
DDOG vs PCOR
-7.7%
+117.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.7% | +2.3% |
| 7D | -2.3% | +2.5% | -4.8% | -3.8% |
| 30D | -35.8% | +37.9% | -73.7% | -50.3% |
| 3M | -25.3% | +32.0% | -57.3% | -41.2% |
| 6M | -8.9% | +54.7% | -63.6% | -36.6% |
| YTD | +35.6% | +6.6% | +29.0% | +20.2% |
| 1Y | -6.8% | -1.7% | -5.1% | -12.7% |
| 3Y | +77.9% | +49.0% | +28.9% | +12.2% |
| 5Y | -3.1% | -12.5% | +9.4% | -25.0% |
| All | +109.2% | -7.7% | +117.0% | +57.9% |
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