+378.3%
DDOG vs PTC
+191.1%
+187.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | -16.9% | +0.8% | -17.7% | -17.3% |
| 30D | -38.8% | +0.7% | -39.5% | -39.0% |
| 3M | -23.2% | +32.6% | -55.8% | -38.0% |
| 6M | -10.3% | +33.6% | -43.8% | -29.7% |
| YTD | +32.1% | +12.4% | +19.6% | +17.6% |
| 1Y | -6.1% | +11.2% | -17.3% | -15.8% |
| 3Y | +79.2% | +31.7% | +47.5% | +34.2% |
| 5Y | -8.6% | +60.1% | -68.7% | -39.1% |
| All | +378.3% | +191.1% | +187.2% | +129.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling