+390.4%
DDOG vs PPL
+51.3%
+339.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | +2.9% | -0.4% | +3.2% | +2.9% |
| 30D | -31.6% | +2.6% | -34.3% | -32.2% |
| 3M | -27.0% | +0.8% | -27.8% | -27.3% |
| 6M | -10.3% | +1.4% | -11.7% | -11.1% |
| YTD | +35.4% | +4.3% | +31.1% | +32.7% |
| 1Y | -1.0% | +0.8% | -1.7% | -2.1% |
| 3Y | +76.7% | +57.9% | +18.7% | +49.3% |
| 5Y | -4.6% | +48.3% | -52.9% | -17.5% |
| All | +390.4% | +51.3% | +339.2% | +379.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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