+76.7%
DDOG vs PCOR
+50.0%
+26.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | +2.9% | +3.0% | -0.2% | +1.4% |
| 30D | -31.6% | +38.7% | -70.3% | -43.8% |
| 3M | -27.0% | +24.9% | -51.8% | -36.9% |
| 6M | -10.3% | +68.8% | -79.1% | -35.2% |
| YTD | +35.4% | +6.7% | +28.7% | +24.9% |
| 1Y | -1.0% | +3.0% | -4.0% | -6.9% |
| 3Y | +76.7% | +48.6% | +28.0% | +32.4% |
| All | +76.7% | +50.0% | +26.6% | +32.4% |
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