+391.2%
DDOG vs PM
+294.8%
+96.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | +5.6% | -2.4% | +8.0% | +6.0% |
| 30D | -34.9% | -1.3% | -33.6% | -34.9% |
| 3M | -23.4% | +6.5% | -30.0% | -24.4% |
| 6M | -7.7% | +7.0% | -14.7% | -9.3% |
| YTD | +35.6% | +25.8% | +9.8% | +27.9% |
| 1Y | -3.4% | +30.9% | -34.3% | -9.8% |
| 3Y | +78.0% | +148.0% | -70.0% | +33.9% |
| 5Y | -4.4% | +161.2% | -165.6% | -30.5% |
| All | +391.2% | +294.8% | +96.5% | +190.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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