+62.5%
DRAM vs PDD
-18.3%
+80.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.5% | -7.8% | -5.0% |
| 7D | -16.6% | +6.0% | -22.7% | -16.1% |
| 30D | -26.9% | +5.5% | -32.3% | -26.4% |
| 3M | -17.8% | -9.8% | -8.1% | -17.5% |
| 6M | +6.2% | -16.0% | +22.2% | +20.9% |
| All | +62.5% | -18.3% | +80.8% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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