+33.3%
DRAM vs PEP
-5.8%
+39.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | +0.2% | -18.2% | -17.6% |
| 7D | -28.5% | +6.7% | -35.2% | -18.0% |
| 30D | -37.8% | +13.5% | -51.3% | -18.3% |
| 3M | -31.1% | +3.9% | -35.1% | -24.8% |
| 6M | -20.0% | -6.0% | -14.1% | -17.5% |
| All | +33.3% | -5.8% | +39.1% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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