+64.3%
DDOG vs PNC
+49.2%
+15.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.9% | +8.1% | +7.6% |
| 7D | +7.7% | -0.7% | +8.4% | +8.0% |
| 30D | -13.6% | -4.4% | -9.2% | -11.8% |
| 3M | -0.9% | +4.5% | -5.4% | -3.3% |
| 6M | +75.2% | +19.1% | +56.2% | +58.4% |
| YTD | +65.7% | +18.0% | +47.6% | +49.8% |
| 1Y | +60.4% | +24.1% | +36.3% | +40.4% |
| 3Y | +130.7% | +130.0% | +0.7% | +33.4% |
| All | +64.3% | +49.2% | +15.1% | +32.7% |
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