+121.1%
DDOG vs PSA
+21.5%
+99.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.3% | +9.5% | +7.1% |
| 7D | +7.7% | -2.2% | +9.9% | +7.7% |
| 30D | -13.6% | -9.6% | -4.1% | -13.6% |
| 3M | -0.9% | -7.9% | +7.0% | -1.0% |
| 6M | +75.2% | -2.0% | +77.2% | +74.4% |
| YTD | +65.7% | +15.7% | +49.9% | +61.8% |
| 1Y | +60.4% | +5.8% | +54.6% | +58.5% |
| All | +121.1% | +21.5% | +99.6% | +105.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling