+467.1%
DDOG vs PSA
+59.3%
+407.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.5% |
| 7D | -10.1% | -3.7% | -6.5% | -9.0% |
| 30D | -24.8% | -7.7% | -17.1% | -22.9% |
| 3M | -12.6% | -0.6% | -12.0% | -12.8% |
| 6M | +79.9% | -0.9% | +80.9% | +78.5% |
| YTD | +56.6% | +18.7% | +37.9% | +44.4% |
| 1Y | +61.6% | +7.6% | +53.9% | +54.2% |
| 3Y | +117.9% | +23.7% | +94.2% | +89.2% |
| 5Y | +54.2% | +13.7% | +40.6% | +39.2% |
| All | +467.1% | +59.3% | +407.8% | +336.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling