+489.1%
DDOG vs PNR
+63.6%
+425.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.1% |
| 7D | +3.9% | -6.0% | +9.9% | +6.8% |
| 30D | -8.2% | -14.0% | +5.8% | -1.7% |
| 3M | -5.6% | -21.7% | +16.1% | +4.1% |
| 6M | +73.5% | -37.3% | +110.8% | +110.9% |
| YTD | +62.7% | -45.1% | +107.8% | +111.0% |
| 1Y | +59.0% | -49.1% | +108.1% | +114.3% |
| 3Y | +117.1% | -14.8% | +132.0% | +117.0% |
| 5Y | +61.3% | -21.0% | +82.3% | +53.7% |
| All | +489.1% | +63.6% | +425.5% | +309.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling