+125.1%
DDOG vs PPL
+56.0%
+69.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.4% |
| 7D | -23.9% | +0.4% | -24.3% | -23.8% |
| 30D | -34.0% | +5.4% | -39.5% | -33.4% |
| 3M | -21.9% | +4.3% | -26.2% | -21.2% |
| 6M | +24.6% | -1.3% | +25.9% | +25.5% |
| YTD | +31.7% | +4.7% | +27.0% | +32.3% |
| 1Y | -6.2% | +1.3% | -7.4% | -5.6% |
| 3Y | +125.1% | +57.2% | +67.8% | +77.0% |
| All | +125.1% | +56.0% | +69.0% | +77.0% |
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