-5.5%
DDOG vs PPL
+47.4%
-52.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -19.1% | 0.0% | -19.1% | -19.1% |
| 30D | -39.2% | +4.3% | -43.5% | -39.9% |
| 3M | -31.6% | +2.9% | -34.5% | -32.2% |
| 6M | -10.9% | +1.1% | -12.0% | -11.6% |
| YTD | +31.2% | +4.5% | +26.7% | +27.9% |
| 1Y | -10.7% | +0.1% | -10.8% | -11.6% |
| 3Y | +72.1% | +55.7% | +16.4% | +31.9% |
| 5Y | -5.5% | +47.6% | -53.1% | -30.6% |
| All | -5.5% | +47.4% | -52.9% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling