-3.6%
DDOG vs PCOR
-11.9%
+8.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | +2.9% | +3.0% | -0.2% | +0.8% |
| 30D | -31.6% | +38.7% | -70.3% | -48.2% |
| 3M | -27.0% | +24.9% | -51.8% | -41.1% |
| 6M | -10.3% | +68.8% | -79.1% | -42.9% |
| YTD | +35.4% | +6.7% | +28.7% | +18.8% |
| 1Y | -1.0% | +3.0% | -4.0% | -10.9% |
| 3Y | +76.7% | +48.6% | +28.0% | +5.0% |
| All | -3.6% | -11.9% | +8.3% | -19.2% |
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 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