+57.3%
DRAM vs PEG
-6.3%
+63.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.3% | -2.3% |
| 7D | +18.0% | +2.3% | +15.6% | +19.3% |
| 30D | -17.4% | +6.1% | -23.5% | -14.6% |
| 3M | -20.3% | -0.5% | -19.8% | -20.8% |
| 6M | -14.9% | -3.2% | -11.7% | -16.5% |
| All | +57.3% | -6.3% | +63.5% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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