+378.3%
DDOG vs PR
+420.6%
-42.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | -16.9% | -12.4% | -4.5% | -16.0% |
| 30D | -38.8% | -6.6% | -32.2% | -38.4% |
| 3M | -23.2% | +7.5% | -30.7% | -23.6% |
| 6M | -10.3% | +10.8% | -21.0% | -11.1% |
| YTD | +32.1% | +57.0% | -24.9% | +26.9% |
| 1Y | -6.1% | +67.9% | -74.0% | -10.3% |
| 3Y | +79.2% | +87.6% | -8.4% | +69.1% |
| 5Y | -8.6% | +220.4% | -229.0% | -17.6% |
| All | +378.3% | +420.6% | -42.2% | +397.9% |
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