-6.4%
DDOG vs PH
+197.3%
-203.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.3% | +0.9% |
| 7D | -23.9% | +2.0% | -25.9% | -24.6% |
| 30D | -34.0% | -3.7% | -30.3% | -32.4% |
| 3M | -21.9% | -14.0% | -7.9% | -15.1% |
| 6M | +24.6% | +2.1% | +22.5% | +19.1% |
| YTD | +31.7% | +5.1% | +26.6% | +20.0% |
| 1Y | -6.2% | +10.9% | -17.1% | -18.0% |
| 3Y | +125.1% | +132.9% | -7.9% | +9.5% |
| All | -6.4% | +197.3% | -203.7% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling