+459.9%
DDOG vs PTC
+98.1%
+361.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.5% | +4.2% | +2.4% |
| 7D | -6.1% | -12.8% | +6.7% | +2.6% |
| 30D | -10.1% | -9.8% | -0.3% | -3.9% |
| 3M | -9.3% | -2.1% | -7.2% | -10.8% |
| 6M | +67.2% | -18.1% | +85.3% | +87.9% |
| YTD | +54.6% | -23.5% | +78.1% | +82.3% |
| 1Y | +54.1% | -37.4% | +91.4% | +104.6% |
| 3Y | +115.3% | -7.2% | +122.5% | +107.9% |
| 5Y | +50.6% | +2.7% | +48.0% | +36.5% |
| All | +459.9% | +98.1% | +361.8% | +255.8% |
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