+50.6%
DDOG vs PM
+122.3%
-71.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.3% |
| 7D | -6.1% | -1.3% | -4.8% | -6.1% |
| 30D | -10.1% | -2.6% | -7.6% | -10.1% |
| 3M | -9.3% | +5.8% | -15.1% | -9.6% |
| 6M | +67.2% | +10.6% | +56.6% | +65.8% |
| YTD | +54.6% | +17.2% | +37.4% | +52.2% |
| 1Y | +54.1% | +17.6% | +36.4% | +51.4% |
| 3Y | +115.3% | +124.3% | -9.0% | +85.4% |
| 5Y | +50.6% | +125.1% | -74.4% | +29.0% |
| All | +50.6% | +122.3% | -71.7% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling