+79.2%
DDOG vs PPL
+53.7%
+25.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.2% |
| 7D | -16.9% | -1.2% | -15.7% | -17.2% |
| 30D | -38.8% | +4.2% | -43.0% | -37.9% |
| 3M | -23.2% | +1.5% | -24.7% | -22.5% |
| 6M | -10.3% | +1.0% | -11.3% | -9.3% |
| YTD | +32.1% | +4.4% | +27.7% | +33.9% |
| 1Y | -6.1% | +0.8% | -6.8% | -5.1% |
| 3Y | +79.2% | +56.5% | +22.7% | +91.9% |
| All | +79.2% | +53.7% | +25.5% | +91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling