-8.6%
DDOG vs PR
+219.1%
-227.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | -16.9% | -12.4% | -4.5% | -14.4% |
| 30D | -38.8% | -6.6% | -32.2% | -37.7% |
| 3M | -23.2% | +7.5% | -30.7% | -24.4% |
| 6M | -10.3% | +10.8% | -21.0% | -12.6% |
| YTD | +32.1% | +57.0% | -24.9% | +16.9% |
| 1Y | -6.1% | +67.9% | -74.0% | -18.3% |
| 3Y | +79.2% | +87.6% | -8.4% | +48.7% |
| 5Y | -8.6% | +220.4% | -229.0% | -35.9% |
| All | -8.6% | +219.1% | -227.8% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling