+489.1%
DDOG vs PPG
+1.5%
+487.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.4% |
| 7D | +3.9% | -6.2% | +10.1% | +6.1% |
| 30D | -8.2% | -7.9% | -0.2% | -5.7% |
| 3M | -5.6% | -10.2% | +4.7% | -2.6% |
| 6M | +73.5% | +2.7% | +70.9% | +68.3% |
| YTD | +62.7% | +4.9% | +57.8% | +55.0% |
| 1Y | +59.0% | -3.2% | +62.2% | +56.0% |
| 3Y | +117.1% | -17.0% | +134.1% | +123.5% |
| 5Y | +61.3% | -23.3% | +84.6% | +63.8% |
| All | +489.1% | +1.5% | +487.6% | +415.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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