+98.1%
DDOG vs PCOR
-10.0%
+108.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | 0.0% | -7.5% | -7.5% |
| 7D | -34.3% | +23.7% | -58.0% | -45.2% |
| 30D | -37.2% | +39.0% | -76.2% | -51.7% |
| 3M | -38.3% | +35.8% | -74.1% | -52.4% |
| 6M | +19.8% | +38.2% | -18.4% | -10.1% |
| YTD | +28.4% | +3.9% | +24.5% | +15.6% |
| 1Y | +12.7% | +5.7% | +7.0% | +1.0% |
| 3Y | +112.8% | +44.8% | +68.1% | +37.3% |
| 5Y | -5.9% | -19.8% | +13.9% | -25.3% |
| All | +98.1% | -10.0% | +108.1% | +51.9% |
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 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