+63.6%
DDOG vs PSLV
+154.2%
-90.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +3.9% | -3.5% | +7.3% | +4.5% |
| 30D | -8.2% | -2.1% | -6.0% | -7.9% |
| 3M | -5.6% | -1.6% | -3.9% | -5.5% |
| 6M | +73.5% | -25.5% | +99.0% | +80.8% |
| YTD | +62.7% | -11.4% | +74.1% | +55.1% |
| 1Y | +59.0% | +48.6% | +10.4% | +27.4% |
| 3Y | +117.1% | +166.9% | -49.8% | +39.1% |
| All | +63.6% | +154.2% | -90.7% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling