+46.4%
DRAM vs PBF
+38.8%
+7.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.2% | +2.5% | -2.6% |
| 7D | -14.7% | -15.3% | +0.6% | -14.6% |
| 30D | -28.9% | -21.8% | -7.2% | -28.9% |
| 3M | -18.1% | -0.2% | -17.9% | -16.8% |
| 6M | -23.0% | +63.6% | -86.6% | -5.9% |
| All | +46.4% | +38.8% | +7.6% | +75.9% |
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