+365.0%
DDOG vs PPL
+52.7%
+312.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.8% | -8.3% | -7.7% |
| 7D | -34.3% | +1.0% | -35.4% | -34.5% |
| 30D | -37.2% | +6.8% | -44.1% | -38.3% |
| 3M | -38.3% | +3.9% | -42.2% | -39.1% |
| 6M | +19.8% | -2.0% | +21.8% | +19.8% |
| YTD | +28.4% | +5.3% | +23.1% | +25.5% |
| 1Y | +12.7% | +2.2% | +10.5% | +11.1% |
| 3Y | +112.8% | +56.7% | +56.1% | +81.0% |
| 5Y | -5.9% | +49.1% | -54.9% | -18.7% |
| All | +365.0% | +52.7% | +312.3% | +353.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling