+499.9%
DDOG vs PSLV
+235.8%
+264.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.4% | +4.7% | +6.7% |
| 7D | +7.7% | +3.3% | +4.3% | +7.0% |
| 30D | -13.6% | +2.1% | -15.7% | -14.0% |
| 3M | -0.9% | +7.1% | -8.0% | -2.4% |
| 6M | +75.2% | -21.6% | +96.8% | +81.7% |
| YTD | +65.7% | -6.7% | +72.4% | +57.9% |
| 1Y | +60.4% | +59.3% | +1.1% | +29.5% |
| 3Y | +130.7% | +182.1% | -51.4% | +54.0% |
| 5Y | +59.9% | +162.6% | -102.7% | +6.9% |
| All | +499.9% | +235.8% | +264.2% | +196.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling