+391.2%
DDOG vs PTC
+191.7%
+199.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | +5.6% | +0.8% | +4.8% | +5.1% |
| 30D | -34.9% | +1.2% | -36.1% | -35.3% |
| 3M | -23.4% | +32.6% | -56.0% | -38.3% |
| 6M | -7.7% | +36.1% | -43.8% | -28.7% |
| YTD | +35.6% | +12.7% | +23.0% | +20.6% |
| 1Y | -3.4% | +10.2% | -13.5% | -12.9% |
| 3Y | +78.0% | +29.4% | +48.5% | +34.9% |
| 5Y | -4.4% | +61.1% | -65.5% | -36.5% |
| All | +391.2% | +191.7% | +199.5% | +135.4% |
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