+19.8%
DDOG vs PNC
+32.8%
-12.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +1.8% | -16.2% | -13.9% |
| 7D | -32.2% | +2.3% | -34.5% | -31.6% |
| 30D | -31.7% | +7.0% | -38.7% | -30.3% |
| 3M | -34.5% | -7.3% | -27.2% | -35.3% |
| 6M | +28.7% | +8.9% | +19.7% | +33.8% |
| YTD | +38.8% | +15.5% | +23.2% | +50.5% |
| 1Y | +19.8% | +31.8% | -12.0% | +39.3% |
| All | +19.8% | +32.8% | -12.9% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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