+24.6%
DDOG vs PPL
-2.6%
+27.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +1.9% |
| 7D | -23.9% | +0.4% | -24.3% | -23.3% |
| 30D | -34.0% | +5.4% | -39.5% | -29.9% |
| 3M | -21.9% | +4.3% | -26.2% | -17.8% |
| 6M | +24.6% | -1.3% | +25.9% | +26.7% |
| All | +24.6% | -2.6% | +27.2% | +26.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling