+376.8%
DDOG vs PTC
+189.9%
+186.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | -23.9% | -0.2% | -23.7% | -23.8% |
| 30D | -34.0% | +0.8% | -34.8% | -34.3% |
| 3M | -21.9% | +32.1% | -54.0% | -36.8% |
| 6M | +24.6% | +42.6% | -18.0% | -5.9% |
| YTD | +31.7% | +12.0% | +19.7% | +17.5% |
| 1Y | -6.2% | +12.2% | -18.3% | -16.4% |
| 3Y | +125.1% | +31.2% | +93.8% | +69.0% |
| 5Y | -3.5% | +54.9% | -58.4% | -34.6% |
| All | +376.8% | +189.9% | +186.9% | +129.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling