-3.6%
DDOG vs PNC
+36.8%
-40.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | +2.9% | +3.1% | -0.2% | +1.4% |
| 30D | -31.6% | +7.6% | -39.3% | -34.2% |
| 3M | -27.0% | -8.1% | -18.8% | -24.1% |
| 6M | -10.3% | +12.6% | -22.9% | -16.5% |
| YTD | +35.4% | +15.0% | +20.5% | +23.2% |
| 1Y | -1.0% | +30.4% | -31.4% | -16.4% |
| 3Y | +76.7% | +116.1% | -39.5% | +3.8% |
| All | -3.6% | +36.8% | -40.4% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling