+61.6%
DDOG vs PNR
-43.1%
+104.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -10.1% | -2.4% | -7.8% | -10.1% |
| 30D | -24.8% | -12.8% | -12.0% | -24.8% |
| 3M | -12.6% | -17.0% | +4.4% | -12.2% |
| 6M | +79.9% | -37.4% | +117.4% | +89.8% |
| YTD | +56.6% | -41.6% | +98.2% | +69.9% |
| 1Y | +61.6% | -44.6% | +106.2% | +79.5% |
| All | +61.6% | -43.1% | +104.7% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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