+459.9%
DDOG vs PNR
+69.5%
+390.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.4% | 0.0% |
| 7D | -6.1% | -3.0% | -3.1% | -4.7% |
| 30D | -10.1% | -14.9% | +4.8% | -3.4% |
| 3M | -9.3% | -19.0% | +9.8% | -1.5% |
| 6M | +67.2% | -35.9% | +103.1% | +101.6% |
| YTD | +54.6% | -43.1% | +97.7% | +97.4% |
| 1Y | +54.1% | -46.4% | +100.5% | +102.5% |
| 3Y | +115.3% | -10.8% | +126.1% | +110.6% |
| 5Y | +50.6% | -18.9% | +69.5% | +41.6% |
| All | +459.9% | +69.5% | +390.3% | +283.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling