+52.7%
DRAM vs PEG
-4.9%
+57.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -2.1% |
| 7D | +7.9% | +4.5% | +3.4% | +10.4% |
| 30D | -15.4% | +7.5% | -23.0% | -11.9% |
| 3M | -25.5% | +0.8% | -26.4% | -25.4% |
| 6M | -22.3% | 0.0% | -22.3% | -22.8% |
| All | +52.7% | -4.9% | +57.7% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling