+61.6%
DRAM vs PBF
+46.8%
+14.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +5.8% | +4.6% | +10.1% |
| 7D | -0.6% | -4.0% | +3.4% | -0.6% |
| 30D | -18.0% | -18.0% | -0.1% | -18.2% |
| 3M | -11.9% | +0.9% | -12.8% | -11.1% |
| 6M | -18.6% | +65.7% | -84.3% | -1.4% |
| All | +61.6% | +46.8% | +14.8% | +93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling