+391.0%
DDOG vs PR
+439.9%
-48.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.8% | +0.6% | +3.1% |
| 7D | -2.3% | -0.5% | -1.8% | -2.2% |
| 30D | -35.8% | -4.6% | -31.2% | -35.5% |
| 3M | -25.3% | +4.7% | -30.0% | -25.5% |
| 6M | -8.9% | +12.4% | -21.3% | -9.8% |
| YTD | +35.6% | +62.9% | -27.3% | +29.9% |
| 1Y | -6.8% | +70.6% | -77.4% | -11.1% |
| 3Y | +77.9% | +90.0% | -12.1% | +67.6% |
| 5Y | -3.1% | +255.5% | -258.7% | -13.1% |
| All | +391.0% | +439.9% | -48.9% | +409.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling