+61.6%
DDOG vs PTC
-33.3%
+94.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.0% | +5.2% | +2.3% |
| 7D | -10.1% | -10.3% | +0.1% | -4.9% |
| 30D | -24.8% | +1.1% | -25.9% | -25.6% |
| 3M | -12.6% | +1.6% | -14.2% | -13.6% |
| 6M | +79.9% | -13.5% | +93.4% | +87.5% |
| YTD | +56.6% | -19.1% | +75.6% | +55.2% |
| 1Y | +61.6% | -33.9% | +95.5% | +53.7% |
| All | +61.6% | -33.3% | +94.8% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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