-10.7%
DDOG vs PM
+32.2%
-42.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.5% |
| 7D | -19.1% | -6.6% | -12.5% | -21.0% |
| 30D | -39.2% | -3.4% | -35.7% | -39.6% |
| 3M | -31.6% | +5.3% | -36.9% | -30.0% |
| 6M | -10.9% | +15.5% | -26.4% | -6.3% |
| YTD | +31.2% | +24.3% | +6.9% | +40.8% |
| 1Y | -10.7% | +29.7% | -40.4% | -4.0% |
| All | -10.7% | +32.2% | -42.9% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling