+119.5%
DDOG vs PCOR
+44.3%
+75.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | 0.0% | -7.5% | -7.5% |
| 7D | -34.3% | +23.7% | -58.0% | -42.8% |
| 30D | -37.2% | +39.0% | -76.2% | -49.0% |
| 3M | -38.3% | +35.8% | -74.1% | -49.7% |
| 6M | +19.8% | +38.2% | -18.4% | -4.2% |
| YTD | +28.4% | +3.9% | +24.5% | +19.8% |
| 1Y | +12.7% | +5.7% | +7.0% | +4.8% |
| All | +119.5% | +44.3% | +75.2% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling