-8.6%
DDOG vs PCOR
-14.6%
+5.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.7% |
| 7D | -16.9% | +22.2% | -39.1% | -30.7% |
| 30D | -38.8% | +36.0% | -74.8% | -52.9% |
| 3M | -23.2% | +34.0% | -57.2% | -41.2% |
| 6M | -10.3% | +43.5% | -53.8% | -35.9% |
| YTD | +32.1% | +5.1% | +27.0% | +17.0% |
| 1Y | -6.1% | -3.9% | -2.1% | -11.0% |
| 3Y | +79.2% | +52.9% | +26.3% | +3.7% |
| 5Y | -8.6% | -18.7% | +10.0% | -18.9% |
| All | -8.6% | -14.6% | +5.9% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling