-6.4%
DDOG vs PDD
-1.2%
-5.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.8% |
| 7D | -23.9% | +5.6% | -29.5% | -25.1% |
| 30D | -34.0% | +5.8% | -39.8% | -35.1% |
| 3M | -21.9% | -8.6% | -13.3% | -20.6% |
| 6M | +24.6% | -18.8% | +43.4% | +30.0% |
| YTD | +31.7% | -26.8% | +58.4% | +40.2% |
| 1Y | -6.2% | -39.3% | +33.1% | +4.6% |
| 3Y | +125.1% | -22.5% | +147.6% | +119.2% |
| All | -6.4% | -1.2% | -5.2% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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