-3.6%
DDOG vs PNR
-3.8%
+0.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +2.9% | +0.3% | +2.6% | +2.7% |
| 30D | -31.6% | +31.7% | -63.3% | -42.4% |
| 3M | -27.0% | +2.6% | -29.6% | -29.1% |
| 6M | -10.3% | -6.4% | -3.9% | -10.3% |
| YTD | +35.4% | -33.4% | +68.9% | +67.7% |
| 1Y | -1.0% | -35.1% | +34.1% | +24.7% |
| 3Y | +76.7% | +17.1% | +59.6% | +27.1% |
| All | -3.6% | -3.8% | +0.2% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling