+33.3%
DRAM vs PENG
+89.0%
-55.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -23.0% | +5.1% | -5.3% |
| 7D | -28.5% | -36.7% | +8.2% | -9.0% |
| 30D | -37.8% | -42.0% | +4.2% | -18.6% |
| 3M | -31.1% | -33.2% | +2.1% | -18.1% |
| 6M | -20.0% | +2.1% | -22.2% | -22.5% |
| All | +33.3% | +89.0% | -55.7% | +14.3% |
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