+391.0%
DDOG vs PSA
+78.9%
+312.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.4% | +3.4% |
| 7D | -2.3% | -2.1% | -0.2% | -1.7% |
| 30D | -35.8% | +16.2% | -52.0% | -39.0% |
| 3M | -25.3% | +4.3% | -29.6% | -26.6% |
| 6M | -8.9% | +9.9% | -18.7% | -12.5% |
| YTD | +35.6% | +33.3% | +2.3% | +20.0% |
| 1Y | -6.8% | +25.8% | -32.6% | -15.7% |
| 3Y | +77.9% | +54.8% | +23.1% | +40.6% |
| 5Y | -3.1% | +27.5% | -30.7% | -15.9% |
| All | +391.0% | +78.9% | +312.2% | +263.1% |
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