+19.8%
DDOG vs PSLV
+7.9%
+11.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +6.0% | -20.4% | -14.7% |
| 7D | -32.2% | -2.6% | -29.6% | -32.0% |
| 30D | -31.7% | -14.2% | -17.6% | -31.0% |
| 3M | -34.5% | -12.2% | -22.3% | -33.7% |
| 6M | +28.7% | -28.1% | +56.7% | +30.5% |
| YTD | +38.8% | -28.2% | +67.0% | +36.6% |
| 1Y | +19.8% | +9.1% | +10.7% | +12.9% |
| All | +19.8% | +7.9% | +11.9% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling