+390.4%
DDOG vs PSA
+77.2%
+313.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | +2.9% | -1.4% | +4.3% | +3.3% |
| 30D | -31.6% | +15.2% | -46.8% | -34.9% |
| 3M | -27.0% | +2.2% | -29.2% | -27.9% |
| 6M | -10.3% | +11.7% | -22.0% | -14.4% |
| YTD | +35.4% | +32.0% | +3.4% | +20.2% |
| 1Y | -1.0% | +26.3% | -27.3% | -10.7% |
| 3Y | +76.7% | +52.4% | +24.3% | +40.5% |
| 5Y | -4.6% | +26.3% | -30.9% | -17.0% |
| All | +390.4% | +77.2% | +313.2% | +263.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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