+33.3%
DRAM vs PCOR
+32.3%
+1.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | 0.0% | -18.0% | -18.0% |
| 7D | -28.5% | +23.7% | -52.2% | -24.4% |
| 30D | -37.8% | +39.0% | -76.8% | -32.5% |
| 3M | -31.1% | +35.8% | -66.9% | -25.0% |
| 6M | -20.0% | +38.2% | -58.3% | -3.9% |
| All | +33.3% | +32.3% | +1.0% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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