+61.6%
DRAM vs PDD
-21.4%
+83.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.5% | +10.9% | +10.3% |
| 7D | -0.6% | -3.8% | +3.2% | -1.2% |
| 30D | -18.0% | -2.4% | -15.7% | -18.2% |
| 3M | -11.9% | -12.7% | +0.8% | -12.1% |
| 6M | -18.6% | -20.0% | +1.5% | -6.4% |
| All | +61.6% | -21.4% | +83.0% | +89.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling