+141.6%
DDOG vs PCOR
-30.9%
+172.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | +2.1% |
| 7D | -10.1% | -9.0% | -1.2% | -4.2% |
| 30D | -24.8% | +4.2% | -29.0% | -27.1% |
| 3M | -12.6% | +14.4% | -27.0% | -21.7% |
| 6M | +79.9% | +0.2% | +79.8% | +74.7% |
| YTD | +56.6% | -20.3% | +76.8% | +77.0% |
| 1Y | +61.6% | -16.1% | +77.7% | +76.4% |
| 3Y | +117.9% | -14.7% | +132.6% | +112.5% |
| 5Y | +54.2% | -43.2% | +97.4% | +53.3% |
| All | +141.6% | -30.9% | +172.6% | +132.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling