+459.9%
DDOG vs PPL
+47.5%
+412.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | -6.1% | +1.8% | -7.8% | -6.5% |
| 30D | -10.1% | -1.1% | -9.1% | -10.0% |
| 3M | -9.3% | 0.0% | -9.3% | -9.5% |
| 6M | +67.2% | -7.6% | +74.8% | +69.7% |
| YTD | +54.6% | +1.7% | +52.9% | +52.7% |
| 1Y | +54.1% | +1.5% | +52.6% | +52.2% |
| 3Y | +115.3% | +55.3% | +60.0% | +83.3% |
| 5Y | +50.6% | +37.7% | +12.9% | +32.8% |
| All | +459.9% | +47.5% | +412.3% | +451.9% |
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 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