+390.4%
DDOG vs PH
+487.2%
-96.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | +2.9% | +4.3% | -1.5% | +1.0% |
| 30D | -31.6% | +0.1% | -31.8% | -31.5% |
| 3M | -27.0% | -9.4% | -17.6% | -24.0% |
| 6M | -10.3% | +8.8% | -19.1% | -15.0% |
| YTD | +35.4% | +9.6% | +25.8% | +25.6% |
| 1Y | -1.0% | +14.4% | -15.4% | -10.1% |
| 3Y | +76.7% | +134.5% | -57.9% | +16.5% |
| 5Y | -4.6% | +204.4% | -209.0% | -45.0% |
| All | +390.4% | +487.2% | -96.8% | +113.5% |
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