+62.5%
DRAM vs PFG
+34.1%
+28.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.1% | -9.4% | -3.0% |
| 7D | -16.6% | +4.9% | -21.5% | -14.2% |
| 30D | -26.9% | +5.7% | -32.5% | -24.3% |
| 3M | -17.8% | +2.6% | -20.4% | -16.5% |
| 6M | +6.2% | +19.8% | -13.6% | +5.3% |
| All | +62.5% | +34.1% | +28.4% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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