+41.5%
DRAM vs PENG
+112.4%
-70.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +12.4% | -6.2% | -0.6% |
| 7D | -18.2% | -19.4% | +1.3% | -8.7% |
| 30D | -34.5% | -42.4% | +7.9% | -13.7% |
| 3M | -23.6% | -25.6% | +2.0% | -14.5% |
| 6M | -19.3% | +7.3% | -26.6% | -25.1% |
| All | +41.5% | +112.4% | -70.9% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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