-3.4%
DDOG vs PCOR
-2.2%
-1.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +5.6% | +2.2% | +3.5% | +4.8% |
| 30D | -34.9% | +37.4% | -72.3% | -44.9% |
| 3M | -23.4% | +33.2% | -56.6% | -34.5% |
| 6M | -7.7% | +60.6% | -68.3% | -29.8% |
| YTD | +35.6% | +6.2% | +29.5% | +29.3% |
| 1Y | -3.4% | -1.1% | -2.3% | -3.6% |
| All | -3.4% | -2.2% | -1.1% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling