+499.9%
DDOG vs PH
+482.2%
+17.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.7% | +7.8% | +7.4% |
| 7D | +7.7% | 0.0% | +7.7% | +7.7% |
| 30D | -13.6% | -10.3% | -3.3% | -9.9% |
| 3M | -0.9% | +5.1% | -6.0% | -4.5% |
| 6M | +75.2% | +2.3% | +72.9% | +68.4% |
| YTD | +65.7% | +8.7% | +57.0% | +53.9% |
| 1Y | +60.4% | +26.8% | +33.6% | +39.1% |
| 3Y | +130.7% | +139.2% | -8.5% | +50.1% |
| 5Y | +59.9% | +251.1% | -191.2% | -11.3% |
| All | +499.9% | +482.2% | +17.7% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling