+62.5%
DRAM vs PBF
+52.9%
+9.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -6.7% | +1.4% | -5.5% |
| 7D | -16.6% | -0.9% | -15.7% | -16.5% |
| 30D | -26.9% | -13.7% | -13.1% | -27.0% |
| 3M | -17.8% | +10.6% | -28.4% | -16.6% |
| 6M | +6.2% | +61.2% | -55.0% | +26.7% |
| All | +62.5% | +52.9% | +9.6% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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